Linear and multilinear algebra; matrix theory Special matrices Concept
Hankel matrix
Summary
A Hankel matrix is a matrix that is constant along each anti-diagonal, the lines that go from lower left to upper right. Its entry in row and column depends only on the sum . Hankel matrices appear for moment sequences, for the realisation of linear systems from their impulse responses, and in the theory of orthogonal polynomials. Reversing the order of the rows turns a square Hankel matrix into a Toeplitz matrix.
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| Tag | PQ1D8FQB3E |
|---|---|
| URI | m2://PQ1D8FQB3E |
| Kind | concept |
| Writing | W0 stub |
| MSC | 15B05 |
| Specializes | Matrix |
| Same as |
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- Positivity of Hankel matrices of moments
- Moments and orthogonal polynomials
- Prony's method
- Hankel operator
- Stieltjes moment problem
- Chebyshev–Markov–Stieltjes inequalities