A fast eigenvalue algorithm for Hankel matrices

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.

Authors

Luk FT; Qiao S

Journal

Linear Algebra and its Applications, Vol. 316, No. 1-3, pp. 171–182

Publisher

Elsevier

Publication Date

September 1, 2000

DOI

10.1016/s0024-3795(00)00084-7

ISSN

0024-3795

Associated Experts

Sanzheng Qiao

Professor Emeritus, Faculty of Engineering

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Labels

Fields of Research (FoR)

40 Engineering 49 Mathematical sciences

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