论文信息 - The singular-value decomposition of an infinite Hankel matrix

The singular-value decomposition of an infinite Hankel matrix

Abstract Let H be an infinite Hankel matrix of known finite rank r . A new algorithm for the numerical calculation of the singular values and vectors of H is presented. The method proceeds by reduction to the singular value problem for an r × r matrix; this is achieved without solving for the poles of the symbol of H . The resulting algorithm is of order r 3 .

Nicholas Young | N. Young

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