A fast symmetric SVD algorithm for square Hankel matrices
نویسندگان
چکیده
منابع مشابه
A fast symmetric SVD algorithm for square Hankel matrices
This paper presents an O(n2 log n) algorithm for computing the symmetric singular value decomposition of square Hankel matrices of order n, in contrast with existing O(n3) SVD algorithms. The algorithm consists of two stages: first, a complex square Hankel matrix is reduced to a complex symmetric tridiagonal matrix using the block Lanczos method in O(n2 log n) flops; second, the singular values...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2008
ISSN: 0024-3795
DOI: 10.1016/j.laa.2007.05.027