hankel_inverse

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
      

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Languages:

hankel_inverse is available in a MATLAB version and a Python version.

Related Data and Programs:

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_inverse_test

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.

Reference:

1. Miroslav Fiedler,
   Hankel and Loewner Matrices

Source Code:

• hankel_inverse.m, computes the inverse of a Hankel matrix.
• hankel_matrix.m, computes a Hankel matrix.
• toeplitz_matrix.m, computes a Toeplitz matrix.