A fast eigenvalue algorithm for Hankel matrices

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 3461, Issue , 1998, Pages 249-256

  Luk, Franklin T ^a   Qiao, Sanzheng ^a  

^a Rensselaer Polytechnic Institute   (United States)

Author keywords

Circulant matrix; Complex orthogonal transformations; Complex symmetric matrix; Eigenvalue decomposition; Fast Fourier transform; Hankel matrix; Lanczos tridiagonalization; Toeplitz matrix

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; FOURIER TRANSFORMS; MATRIX ALGEBRA; VECTORS;

COMPLEX-ORTHOGONAL DIAGONALIZATION;

SIGNAL PROCESSING;

EID: 0032224822     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.325685     Document Type: Conference Paper

References (7)

1. A QL procedure for computing the eigenvalues of complex symmetric tridiagonal matrices
2. Computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix
3. Using complex-orthogonal transformations to diagonalize a complex symmetric matrix
4. Numerical solution of the eigenvalue problem for Hermitian Toeplitz matrices