Translator Disclaimer
2 November 1999 Stable factorization of Hankel and Hankel-like matrices
Author Affiliations +
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.
© (1999) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
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
PROCEEDINGS
16 PAGES


SHARE
Advertisement
Advertisement
Back to Top