A fast SVD for multilevel block Hankel matrices with minimal memory storage

Motivated by the Cadzow filtering in seismic data processing, this paper presents a fast SVD method for multilevel block Hankel matrices. A seismic data presented as a multidimensional array is first transformed into a two dimensional multilevel block Hankel (MBH) matrix. Then the Lanczos process is applied to reduce the MBH matrix into a bidiagonal or tridiagonal matrix. Finally, the SVD of the reduced matrix is computed using the twisted …