Stable factorization of Hankel and Hankel-like matrices

被引:0
作者
Olshevsky, V [1 ]
Stewart, M [1 ]
机构
[1] Georgia State Univ, Dept Math & Comp Sci, Atlanta, GA 30303 USA
来源
ADVANCED SIGNAL PROCESSING ALGORITHMS, ARCHITECTURES,AND IMPLEMENTATIONS IX | 1999年 / 3807卷
关键词
structured matrices; Hankel matrices; fast algorithms; look-ahead; numerical stability;
D O I
10.1117/12.367650
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This paper gives displacement structure algorithms for the factorization positive definite and indefinite Hankel and Hankel-like matrices. The positive definite algorithm uses orthogonal symplectic transformations in place of the Sigma-orthogonal transformations used in Toeplitz algorithms. The indefinite algorithm uses a look-ahead step and is based on the observation that displacement structure algorithms for Hankel factorization have a natural and simple block generalization. Both algorithms can be applied to Hankel-like matrices of arbitrary displacement rank.
引用
收藏
页码:334 / 349
页数:16
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