Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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THE NEW ALGORITHM FOR $LDL^T$ DECOMPOSITION OF BLOCK HANKEL MATRICES

  • Bao, Wendi (School of Mathematical Sciences, Nanjing Normal University) ;
  • Lv, Zhongquan (School of Mathematical Sciences, Nanjing Normal University)
  • Received : 2010.07.10
  • Accepted : 2010.10.18
  • Published : 2011.05.30
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Abstract

In this paper, with use of the displacement matrix, two special matrices are constructed. By these special matrices the block decompositions of the block symmetric Hankel matrix and the inverse of the Hankel matrix are derived. Hence, the algorithms according to these decompositions are given. Furthermore, the numerical tests show that the algorithms are feasible.

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References

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