## The Lanczos algorithm and Hankel matrix factorization (1992)

by
Daniel L. Boley
,
Tong J. Lee
,
Franklin T. Luk

Citations: | 8 - 4 self |

### BibTeX

@MISC{Boley92thelanczos,

author = {Daniel L. Boley and Tong J. Lee and Franklin T. Luk},

title = {The Lanczos algorithm and Hankel matrix factorization},

year = {1992}

}

### OpenURL

### Abstract

We explore the connections between the Lanczos algorithm for matrix tridiagonalization and two fast algorithms for Hankel matrix factorization. We show how the asymmetric Lanczos process is related to the Berlekamp-Massey algorithm, and how the symmetrized Lanczos process is related to the Phillips algorithm. We also discuss conditions under which the analysis of Phillips applies. 1