Conditioning of infinite Hankel matrices of finite rank

被引:7
作者
Bazán, FSV [1 ]
Toint, PL
机构
[1] Univ Fed Santa Catarina, Dept Math, BR-88040900 Florianopolis, SC, Brazil
[2] Fac Univ Notre Dame Paix, Dept Math, B-5000 Namur, Belgium
关键词
infinite Hankel matrices; singular values; condition number; exponential modeling;
D O I
10.1016/S0167-6911(00)00080-3
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Let H be an infinite Hankel matrix with h(i+j-2) as its (i,j)-entry, h(k) = Sigma (i)(i=1) r(i)z(l)(k), k = 0, 1,...,\z(l)\ < 1, and r(l),z(l) <is an element of> C We derive upper bounds for the 2-condition number of H as functions of n, r(l) and z(l), which show that the Hankel matrix H becomes well conditioned whenever the z's are close to the unit circle but not extremely close to each other. Numerical results which illustrate the theory are provided. (C) 2000 Elsevier Science B.V. All rights reserved.
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页码:347 / 359
页数:13
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