Title of article :
A fast eigenvalue algorithm for Hankel matrices Original Research Article
Author/Authors :
Franklin T. Luk، نويسنده , , Sanzheng Qiao، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
We present an algorithm that can find all the eigenvalues of an n×n complex Hankel matrix in O(n2logn) operations. Our scheme consists of an O(n2logn) Lanczos-type tridiagonalization procedure and an O(n) QR-type diagonalization method.
Keywords :
Hankel matrix , Toeplitz matrix , Complex-symmetric matrix , Eigenvalue decomposition , Lanczos tridiagonalization , Complex-orthogonal transformations , Circulant matrix , Fast Fourier Transform
Journal title :
Linear Algebra and its Applications
Journal title :
Linear Algebra and its Applications
