Computing the block factorization of complex Hankel matrices

  • Authors:
  • Skander Belhaj

  • Affiliations:
  • Univ. de Franche-Comté, Lab. de Mathématiques, CNRS UMR 6623, UFR des Sci. et Tech., 25030, Besançon Cedex, France and Ecole Nationale d’Ingénieurs de Tunis, Lab ...

  • Venue:
  • Computing
  • Year:
  • 2010

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Abstract

In this paper, we present an algorithm for finding an approximate block diagonalization of complex Hankel matrices. Our method is based on inversion techniques of an upper triangular Toeplitz matrix, specifically, by simple forward substitution. We also consider an approximate block diagonalization of complex Hankel matrices via Schur complementation. An application of our algorithm by calculating the approximate polynomial quotient and remainder appearing in the Euclidean algorithm is also given. We have implemented our algorithms in Matlab. Numerical examples are included. They show the effectiveness of our strategy.