Publication
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 I-I~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
0024-3795
Volume/pages
282:1-3(1998), p. 275-295
ISI
000076304500017
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
External links
Web of Science
Record
Identification
Creation 17.04.2012
Last edited 17.11.2017