Factorization of finite rank Hankel and Toeplitz matrices
نویسندگان
چکیده
منابع مشابه
Irreducible Toeplitz and Hankel matrices
An infinite matrix is called irreducible if its directed graph is strongly connected. It is proved that an infinite Toeplitz matrix is irreducible if and only if almost every finite leading submatrix is irreducible. An infinite Hankel matrix may be irreducible even if all its finite leading submatrices are reducible. Irreducibility results are also obtained in the finite cases.
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New algorithms for Toeplitz and Toeplitz-plus-Hankel are presented that are in the spirit of the “split” algorithms of Delsarte/Genin. It is shown that the split algorithms are related to ZW-factorizations like the classical algorithms are related to LU-factorizations. Special attention is paid to skewsymmetric Toeplitz, centrosymmetric Toeplitz-plus-Hankel and general Toeplitz-plus-Hankel matr...
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Except for the Toeplitz and Hankel matrices, the common patterned matrices for which the limiting spectral distribution (LSD) are known to exist share a common property–the number of times each random variable appears in the matrix is (more or less) the same across the variables. Thus it seems natural to ask what happens to the spectrum of the Toeplitz and Hankel matrices when each entry is sca...
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The paper gives a self-contained survey of fast algorithms for solving linear systems of equations with Toeplitz or Hankel coefficient matrices. It is written in the style of a textbook. Algorithms of Levinson-type and of Schur-type are discussed. Their connections with triangular factorizations, Padè recursions and Lanczos methods are demonstrated. In the case in which the matrices possess add...
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In many applications, e.g. digital signal processing, discrete inverse scattering, linear prediction etc., Toeplitz-plus-Hankel (T + H) matrices need to be inverted. (For further applications see [1] and references therein). Firstly the T +H matrix inversion problem has been solved in [2] where it was reduced to the inversion problem of the block Toeplitz matrix (the so-called mosaic matrix). T...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1992
ISSN: 0024-3795
DOI: 10.1016/0024-3795(92)90420-f