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
Pages
12
From page
171
To page
182
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
Serial Year
2000
Journal title
Linear Algebra and its Applications
Record number
823064
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