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http://dx.doi.org/10.14317/jami.2011.29.3_4.641

THE NEW ALGORITHM FOR $LDL^T$ DECOMPOSITION OF BLOCK HANKEL MATRICES  

Bao, Wendi (School of Mathematical Sciences, Nanjing Normal University)
Lv, Zhongquan (School of Mathematical Sciences, Nanjing Normal University)
Publication Information
Journal of applied mathematics & informatics / v.29, no.3_4, 2011 , pp. 641-651 More about this Journal
Abstract
In this paper, with use of the displacement matrix, two special matrices are constructed. By these special matrices the block decompositions of the block symmetric Hankel matrix and the inverse of the Hankel matrix are derived. Hence, the algorithms according to these decompositions are given. Furthermore, the numerical tests show that the algorithms are feasible.
Keywords
Hankel matrix; Block symmetric Hankel matrix decomposition; Displacement matrix;
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