2 November 1999 Analysis of a fast Hankel eigenvalue algorithm
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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.
© (1999) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Franklin T. Luk, Sanzheng Qiao, "Analysis of a fast Hankel eigenvalue algorithm", Proc. SPIE 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, (2 November 1999); doi: 10.1117/12.367649; https://doi.org/10.1117/12.367649
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