Computing the block factorization of complex Hankel matrices
β Scribed by Skander Belhaj
- Publisher
- Springer Vienna
- Year
- 2010
- Tongue
- English
- Weight
- 256 KB
- Volume
- 87
- Category
- Article
- ISSN
- 0010-485X
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π SIMILAR VOLUMES
By means of recent results concerning spectral distributions of Toeplitz matrices, we show that the singular values of a sequence of block p-level Hankel matrices H n (Β΅), generated by a p-variate, matrix-valued measure Β΅ whose singular part is finitely supported, are always clustered at zero, thus
This article presents a new algorithm for obtaining a block diagonalization of Hankel matrices by means of truncated polynomial divisions, such that every block is a lower Hankel matrix. In fact, the algorithm generates a block LU-factorization of the matrix. Two applications of this algorithm are a