Title 



A fast Hankel solver based on an inversion formula for 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 II~nkel solver in Fortran 90. Numerical examples are included. They show the effectiveness of our pivoting strategy.  

Language 



English


Source (journal) 



Linear algebra and its applications.  New York, N.Y. 

Publication 



New York, N.Y. : 1998


ISSN 



00243795


Volume/pages 



282:13(1998), p. 275295


ISI 



000076304500017


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