Publication
Title
A fast block Hankel solver based on an inversion formula for block Loewner matrices
Author
Abstract
We propose a new O(n 2) algorithm for solving complex n × n linear systems that have Hankel structure. Via FFTs the Hankel system is transformed into a Loewner system. An inversion formula enables us to calculate the inverse of the Loewner matrix explicitely. The parameters that occur in this inver,,ion formula are calculated by solving two rational interpolation problems on the unit ~.:ircle. We present an O(n 2) algorithm to solve these interpolation problems. One of the advantages of this algorithm is that it incorporates pivoting. We have implemented our I-I~nkel solver in Fortran 90. Numerical examples are included. They show the effectiveness of our pivoting strategy.
Language
English
Source (journal)
Calcolo. - Pisa
Publication
Pisa : 1996
ISSN
0008-0624
Volume/pages
33:1-2(1996), p. 147-164
Full text (publishers version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
External links
Record
Identification
Creation 17.04.2012
Last edited 02.09.2016