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Proceedings Paper

Stable factorization of Hankel and Hankel-like matrices
Author(s): Vadim Olshevsky; Michael Stewart
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Paper 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.

Paper Details

Date Published: 2 November 1999
PDF: 16 pages
Proc. SPIE 3807, Advanced Signal Processing Algorithms, Architectures, and Implementations IX, (2 November 1999); doi: 10.1117/12.367650
Show Author Affiliations
Vadim Olshevsky, Georgia State Univ. (United States)
Michael Stewart, Australian National Univ. (Australia)

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

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