Stable factorization of Hankel and Hankel-like matrices

Vadim Olshevsky; Michael Stewart

doi:10.1117/12.367650

2 November 1999 Stable factorization of Hankel and Hankel-like matrices

Vadim Olshevsky, Michael Stewart

Proceedings Volume 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX; (1999) https://doi.org/10.1117/12.367650
Event: SPIE's International Symposium on Optical Science, Engineering, and Instrumentation, 1999, Denver, CO, United States

Abstract

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.

Citation Download Citation

Vadim Olshevsky and Michael Stewart "Stable factorization of Hankel and Hankel-like matrices", Proc. SPIE 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, (2 November 1999); https://doi.org/10.1117/12.367650

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