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Proceedings Paper

Analysis of a fast Hankel eigenvalue algorithm
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Paper 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.

Paper Details

Date Published: 2 November 1999
PDF: 10 pages
Proc. SPIE 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, (2 November 1999); doi: 10.1117/12.367649
Show Author Affiliations
Franklin T. Luk, Rensselaer Polytechnic Institute (Hong Kong)
Sanzheng Qiao, McMaster Univ. (Canada)


Published in SPIE Proceedings Vol. 3807:
Advanced Signal Processing Algorithms, Architectures, and Implementations IX
Franklin T. Luk, Editor(s)

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