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Volumn 316, Issue 1-3, 2000, Pages 171-182

A fast eigenvalue algorithm for Hankel matrices

Author keywords

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

Indexed keywords


EID: 0034393378     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(00)00084-7     Document Type: Article
Times cited : (22)

References (10)
  • 1
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    • Conjugate gradient methods for Toeplitz systems
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    • (1996) SIAM Rev. , vol.38 , Issue.3 , pp. 427-482
    • Chan, R.H.1    Ng, M.K.2
  • 2
    • 0030547039 scopus 로고    scopus 로고
    • A QL procedure for computing the eigenvalues of complex symmetric tridiagonal matrices
    • Cullum J.K., Willoughby R.A. A QL procedure for computing the eigenvalues of complex symmetric tridiagonal matrices. SIAM J. Matrix Anal. Appl. 17(1):1996;83-109.
    • (1996) SIAM J. Matrix Anal. Appl. , vol.17 , Issue.1 , pp. 83-109
    • Cullum, J.K.1    Willoughby, R.A.2
  • 3
    • 0001459395 scopus 로고
    • Computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix
    • Cybenko G., Van Loan C.F. Computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix. SIAM J. Sci. Stat. Comput. 7:1986;123-131.
    • (1986) SIAM J. Sci. Stat. Comput. , vol.7 , pp. 123-131
    • Cybenko, G.1    Van Loan, C.F.2
  • 5
    • 0031289998 scopus 로고    scopus 로고
    • Using complex-orthogonal transformations to diagonalize a complex symmetric matrix
    • in: F.T. Luk (Ed.), Proc. SPIE 3162
    • F.T. Luk, S. Qiao, Using complex-orthogonal transformations to diagonalize a complex symmetric matrix, in: F.T. Luk (Ed.), Advanced Signal Processing Algorithms, Architectures, and Implementations VII, Proc. SPIE 3162, 1997, pp. 418-425.
    • (1997) Advanced Signal Processing Algorithms, Architectures, and Implementations , vol.7 , pp. 418-425
    • Luk, F.T.1    Qiao, S.2
  • 7
    • 6044276065 scopus 로고    scopus 로고
    • Fast recursive least squares adaptive filtering by fast Fourier transform-based conjugate gradient iterations
    • Ng M.K., Plemmons R.J. Fast recursive least squares adaptive filtering by fast Fourier transform-based conjugate gradient iterations. SIAM J. Sci. Comput. 17(4):1996;920-941.
    • (1996) SIAM J. Sci. Comput. , vol.17 , Issue.4 , pp. 920-941
    • Ng, M.K.1    Plemmons, R.J.2
  • 8
    • 0000523384 scopus 로고
    • Numerical solution of the eigenvalue problem for Hermitian Toeplitz matrices
    • Trench W.F. Numerical solution of the eigenvalue problem for Hermitian Toeplitz matrices. SIAM J. Matrix Anal. Appl. 10(2):1989;135-146.
    • (1989) SIAM J. Matrix Anal. Appl. , vol.10 , Issue.2 , pp. 135-146
    • Trench, W.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.