Eigenvalue estimates for Hankel matrices

Citation
Nl. Zamarashkin et Ee. Tyrtyshnikov, Eigenvalue estimates for Hankel matrices, SB MATH, 192(3-4), 2001, pp. 537-550
Citations number
8
Categorie Soggetti
Mathematics
Journal title
SBORNIK MATHEMATICS
ISSN journal
10645616 → ACNP
Volume
192
Issue
3-4
Year of publication
2001
Pages
537 - 550
Database
ISI
SICI code
1064-5616(200103/04)192:3-4<537:EEFHM>2.0.ZU;2-8
Abstract
Positive-definite Hankel matrices have an important property: the ratio of the largest and the smallest eigenvalues (the spectral condition number) ha s as a lower bound an increasing exponential of the order of the matrix tha t is independent of the particular matrix entries. The proof of this fact i s related to the so-called Vandermonde factorizations of positive-definite Hankel matrices. In this paper the structure of these factorizations is stu died for real sign-indefinite strongly regular Hankel matrices. Some genera lizations of the estimates of the spectral condition number are suggested.