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Title
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A stabilized superfast solver for indefinite Hankel systems
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Author
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Abstract
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| We present a stabilized superfast solver for indefinite Hanke1 Systems whose size is a power of 2. The Hanke1 System is transformed into a Loewner System, which is solved by using an inversion formula for Loewner matrices. This explicit formula for the in- Verse of a Loewner matrix contains certain Parameters that are computed by solving two linearized rational interpolation Problems on the unit circle. The heart of our Hankel solver is a superfast algorithm to solve these interpolation Problems. This algorithm is stabilized via pivoting, iterative improvement, and by giving the so-called difficult interpolation Points an adequate treatment. We have implemented our algorithm in Fortran 90. Numerical examples illustrate the effectiveness of our approach. |
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Language
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English
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Source (journal)
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Linear algebra and its applications. - New York, N.Y.
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Publication
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New York, N.Y.
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1998
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ISSN
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0024-3795
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DOI
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10.1016/S0024-3795(98)10078-2
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Volume/pages
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284
:1-3
(1998)
, p. 335-355
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ISI
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000076918100017
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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