A fast singular value algorithm for Hankel matrices

Authors:
Franklin T. Luk;Sanzheng Qiao
Affiliations:
Dept of Computer Science, Rensselaer Polytechnic Institute, Troy, NY;Dept of Computing and Software, McMaster Univ., Hamilton, ONT, Canada
Venue:
Contemporary mathematics
Year:
2001

Citing 5
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Abstract

We present an O(n2 log n) algorithm for finding all the singular values of an n-by-n complex Hankel matrix. We take advantage of complex symmetry and the Hankel structure. Our method is based on a modified Lanczos process and the Fast Fourier Transform.