کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4603102 1631173 2008 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A fast symmetric SVD algorithm for square Hankel matrices
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
A fast symmetric SVD algorithm for square Hankel matrices
چکیده انگلیسی

This paper presents an O(n2logn) algorithm for computing the symmetric singular value decomposition of square Hankel matrices of order n, in contrast with existing O(n3) SVD algorithms. The algorithm consists of two stages: first, a complex square Hankel matrix is reduced to a complex symmetric tridiagonal matrix using the block Lanczos method in O(n2logn) flops; Second, the singular values and singular vectors of the symmetric tridiagonal matrix resulted from the first stage are computed in O(n2) flops. The singular vector matrix is given in the form of a product of three or two unitary matrices. The performance of our algorithm is demonstrated by comparing it with the SVD subroutines in Matlab and LAPACK.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 428, Issues 2–3, 15 January 2008, Pages 550-563