Conditioning of infinite Hankel matrices of finite rank

F.S.V. Bazán, Philippe Toint

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    Abstract

    Let H be an infinite Hankel matrix with h as its (i,j)-entry, h = Σ rz, k = 0, 1,..., |z| <1, and r,z ∈ ℂ. We derive upper bounds for the 2-condition number of H as functions of n, r and z, 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.
    Original languageEnglish
    Pages (from-to)347-359
    Number of pages13
    JournalSystems and Control Letters
    Volume41
    Issue number5
    Publication statusPublished - 15 Dec 2000

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