Positive Definite Hankel Matrices Using Cholesky Factorization
Abstract: Real positive definite Hankel matrices arise in many important applications. They have spectral condition numbers which exponentially increase with their orders. We give a structural algorithm for finding positive definite Hankel matrices using the Cholesky factorization, compute it for orders less than or equal to 30, and compare our result with earlier results.
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Positive Definite Hankel Matrices Using Cholesky Factorization ; volume:9 ; number:3 ; year:2009 ; pages:221-225
Computational methods in applied mathematics ; 9, Heft 3 (2009), 221-225
- Creator
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Al-homidan, S.
Alshahrani, M.
- DOI
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10.2478/cmam-2009-0013
- URN
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urn:nbn:de:101:1-2410261632027.856735264938
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:35 AM CEST
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Associated
- Al-homidan, S.
- Alshahrani, M.
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