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A Multi-step Algorithm for Hankel Matrices

✍ Scribed by Adam W. Bojanczyk; Georg Heinig

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
653 KB
Volume
10
Category
Article
ISSN
0885-064X

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A fast algorithm for generalized Hankel
A fast algorithm for generalized Hankel matrices arising in finite-moment problems
✍ Luca Gemignani πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 502 KB

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