TY - JOUR
AU - Qiao, Sanzheng
AB - This paper analyzes the important steps of an O(n 2 log n) algorithm for finding the eigenvalues of a complex Hankel matrix. The three key steps are a Lanczos-type tridiagonalization algorithm, a fast FFT-based Hankel matrix-vector product procedure, and a QR eigenvalue method based on complex-orthogonal transformations. In this paper, we present an error analysis of the three steps, as well as results from numerical experiments.
TI - Analysis of a fast Hankel eigenvalue algorithm
JF - Proceedings of SPIE
DO - 10.1117/12.367649
DA - 1999-11-02
UR - https://www.deepdyve.com/lp/spie/analysis-of-a-fast-hankel-eigenvalue-algorithm-IDg0dUEQEV
SP - 324
EP - 333
VL - 3807
IS - 1
DP - DeepDyve
ER -