Title :
The Schur algorithm for ill-conditioned Hankel matrices
Author :
Sharma, M. ; Chun, J. ; Kailath, T.
Author_Institution :
Inf. Syst. Lab., Stanford Univ., CA, USA
Abstract :
We present a Schur type algorithm with O(n/sup 2/) operations for the triangular factorization of n/spl times/n ill-conditioned Hankel matrices. The proposed algorithm gives the factorization result almost as good as that of the more expensive Gaussian elimination algorithm with the partial pivoting.
Keywords :
Hankel matrices; signal processing; Schur algorithm; ill-conditioned Hankel matrices; triangular factorization; Arithmetic; Information systems; Laboratories; Roundoff errors;
Conference_Titel :
Signals, Systems, and Computers, 1999. Conference Record of the Thirty-Third Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-7803-5700-0
DOI :
10.1109/ACSSC.1999.832367
