hankel_inverse, a MATLAB code which computes the inverse of a Hankel matrix.
A Hankel matrix is a matrix which is constant along all antidiagonals. A schematic of a 5x5 symmetric Hankel matrix would be:
a b c d e b c d e f c d e f g d e f g h e f g h i
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
hankel_inverse is available in a MATLAB version and a Python version.
hankel_cholesky, a MATLAB code which computes the upper Cholesky factor R of a symmetric positive definite (SPD) Hankel matrix H so that H = R' * R.
hankel_spd, a MATLAB code which computes a lower triangular matrix L that is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.
toeplitz_inverse, a MATLAB code which computes the inverse of a Toeplitz matrix.