2005•Unpublished venueRequires access

On computing nearest singular hankel matrices

Markus A. Hitz

Abstract

We explore the problem of computing a nearest singular matrix to a given regular Hankel matrix while preserving the structure of the matrix. Nearness is measured in a matrix norm, or a componentwise norm. A recent result for structured condition numbers leads to an efficient algorithm in the spectral norm. We devise a parametrization of singular Hankel matrices, to discuss other norms.

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Available abstract

Key concepts: Hankel matrix, Matrix norm, Singular value, Mathematics, Matrix (chemical analysis), Norm (philosophy), Matrix algebra, Algebra over a field