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Stable factorization of Hankel and Hankel-like matrices

Olshevsky, Vadim; Stewart, Michael


This paper gives displacement structure algorithms for the factorization positive defjnite and indefinite Hankel and Hankel-like matrices. The positive definite algorithm uses orthogonal symplectic transformations in place of the E-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...[Show more]

CollectionsANU Research Publications
Date published: 1998
Type: Working/Technical Paper


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