Analysis of a fast Hankel eigenvalue algorithm

Franklin T. Luk; Sanzheng Qiao

doi:10.1117/12.367649

2 November 1999 Analysis of a fast Hankel eigenvalue algorithm

Franklin T. Luk, Sanzheng Qiao

Proceedings Volume 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX; (1999) https://doi.org/10.1117/12.367649
Event: SPIE's International Symposium on Optical Science, Engineering, and Instrumentation, 1999, Denver, CO, United States

Abstract

This paper analyzes the important steps of an O(n² log n) algorithm for finding the eigenvalues of a complex Hankel matrix. The three key steps are a Lanczos-type tridiagonalization algorithm, a fast FFT-based Hankel matrix-vector product procedure, and a QR eigenvalue method based on complex-orthogonal transformations. In this paper, we present an error analysis of the three steps, as well as results from numerical experiments.

Citation Download Citation

Franklin T. Luk and Sanzheng Qiao "Analysis of a fast Hankel eigenvalue algorithm", Proc. SPIE 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, (2 November 1999); https://doi.org/10.1117/12.367649

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available