Conditioning of infinite Hankel matrices of finite rank

F.S.V. Bazán, Philippe Toint

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    Résumé

    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.
    langue originaleAnglais
    Pages (de - à)347-359
    Nombre de pages13
    journalSystems and Control Letters
    Volume41
    Numéro de publication5
    Etat de la publicationPublié - 15 déc. 2000

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