ANU Computer Science Technical Reports

TR-CS-98-12

Vadim Olshevsky and Michael Stewart.
Stable factorization of Hankel and Hankel-like matrices.
December 1998.

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Abstract: This paper gives displacement structure algorithms for the factorization positive definite and indefinite Hankel and Hankel-like matrices. The positive definite algorithm uses orthogonal symplectic transformations in place of the \Sigma-orthogonal transformations used in Toeplitz algorithms. The indefinite algorithm uses a look-ahead step and is based on the observation that displacement structure algorithms for Hankel factorization have a natural and simple block generalization. Both algorithms can be applied to Hankel-like matrices of arbitrary displacement rank.

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