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.
| Original language | English |
|---|---|
| Pages (from-to) | 221-225 |
| Number of pages | 5 |
| Journal | Computational Methods in Applied Mathematics |
| Volume | 9 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2009 |
Keywords
- Cholesky factorization
- Hankel matrices
- real positive definite matrices
ASJC Scopus subject areas
- Numerical Analysis
- Computational Mathematics
- Applied Mathematics