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A Lanczos bidiagonalization algorithm for Hankel matrices

✍ Scribed by Kevin Browne; Sanzheng Qiao; Yimin Wei


Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
147 KB
Volume
430
Category
Article
ISSN
0024-3795

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Consider an n X n lower triangular matrix L whose (i + l)st row is defined by the coefficients of the real polynomial pi(x) of degree i such that {p,(x)} is's set of orthogonal polynomials satisfying a standard three-term recurrence relation. If H is an n X n real Hankel matrix with nonsingular lead