Analysis of the Structured Total Least Squares Problem for Hankel/Toeplitz Matrices

The Structured Total Least Squares (STLS) problem is a natural extension of the Total Least Squares (TLS) approach when structured matrices are involved and a similarly structured rank deficient approximation of that matrix is desired. In many of those cases the STLS approach yields a Maximum Likelihood (ML) estimate as opposed to, e.g., TLS.In this paper we analyze the STLS problem for Hankel matrices (the theory can be extended in a straightforward way to Toeplitz matrices, block Hankel and block Toeplitz matrices). Using a particular parametrisation of rank-deficient Hankel matrices, we show that this STLS problem suffers from multiple local minima, the properties of which depend on the parameters of the new parametrisation. The latter observation makes initial estimates an important issue in STLS problems and a new initialization method is proposed. The new initialization method is applied to a speech compression example and the results confirm the improved performance compared to other previously proposed initialization methods.     

On two particular cases of solving the normal Hankel problem

The normal Hankel problem is one of characterizing all the complex matrices that are normal and Hankel at the same time. The matrix classes that can contain normal Hankel matrices admit a parameterization by real 2 × 2 matrices with determinant one. Here, the normal Hankel problem is solved in the case where the characteristic matrix of a given class is an order two Jordan block for the eigenvalue 1 or ?1.     

Riordan arrays and the LDU decomposition of symmetric Toeplitz plus Hankel matrices

We examine a result of Basor and Ehrhardt concerning Hankel and Toeplitz plus Hankel matrices, within the context of the Riordan group of lower-triangular matrices. This allows us to determine the LDU decomposition of certain symmetric Toeplitz plus Hankel matrices. We also determine the generating functions and Hankel transforms of associated sequences.     

On algebras of Toeplitz fuzzy matrices

In this paper, necessary and sufficient conditions are given for a product of Toeplitz fuzzy matrices to be Toeplitz. As an application, a criterion for normality of Toeplitz fuzzy matrices is derived and conditions are deduced for symmetric idempotency of Toeplitz fuzzy matrices. We discuss similar results for Hankel fuzzy matrices. Keywords: Fuzzy matrix, Toeplitz and Hankel matrices.     

On the Determinant of a Certain Wiener-Hopf + Hankel Operator

We establish an asymptotic formula for determinants of truncated Wiener-Hopf+Hankel operators with symbol equal to the exponential of a constant times the characteristic function of an interval. This is done by reducing it to the corresponding (known) asymptotics for truncated Toeplitz+Hankel operators. The determinants in question arise in random matrix theory in determining the limiting distribution for the number of eigenvalues in an interval for a scaled Laguerre ensemble of positive Hermitian matrices.     

Generalized Hankel matrices of Markov parameters and their applications to control problems

The concept of Hankel matrices of Markov parameters associated with two polynomials is generalized for matrices. The generalized Hankel matrices of Markov parameters are then used to develop methods for testing the relative primeness of two matrices A and B, for determining stability and inertia of a matrix, and for constructing a class of matrices C such that A + C has a desired spectrum. Neither the method of construction of the generalized Hankel matrices nor the methods developed using these matrices require explicit computation of the characteristic polynomial of A (or of B).     

Commutation conditions for Hankel matrices

Commutation conditions for Hankel matrices are found. As a consequence, the classification of normal Hankel matrices given earlier by Kh.D. Ikramov and V.N. Chugunov is validated.     

Quasidirect decompositions of Hankel and Toeplitz matrices

Decompositions, over an algebraically closed field, of a Hankel matrix into a sum of Hankel matrices the sum of the ranks of which is equal to the rank of the original matrix, are completely described. Similar results hold for Toeplitz matrices.     

Eigenvalue condition numbers: Zero-structured versus traditional

We discuss questions of eigenvalue conditioning. We study in some depth relationships between the classical theory of conditioning and the theory of the zero-structured conditioning, and we derive from the existing theory formulae for the mathematical objects involved. Then an algorithm to compare the zero-structured individual condition numbers of a set of simple eigenvalues with the traditional ones is presented. Numerical tests are reported to highlight how the algorithm provides interesting information about eigenvalue sensitivity when the perturbations in the matrix have an arbitrarily assigned zero-structure. Patterned matrices (Toeplitz and Hankel) will be investigated in a forthcoming paper (Eigenvalue patterned condition numbers: Toeplitz and Hankel cases, Tech. Rep. 3, Mathematics Department, University of Rome ‘ La Sapienza’ , 2005.).     

Remark on the norm of random Hankel matrices

In recent years, the asymptotic properties of structured random matrices have attracted the attention of many experts involved in probability theory. In particular, R. Adamczak (J. Theor. Probab., Vol. 23, 2010) proved that, under fairly weak conditions, the squared spectral norms of large square Hankel matrices generated by independent identically distributed random variables grow with probability 1, as Nln(N), where N is the size of a matrix. On the basis of these results, by using the technique and ideas of Adamczak’s paper cited above, we prove that, under certain constraints, the squared spectral norms of large rectangular Hankel matrices generated by linear stationary sequences grow almost certainly no faster than Nln(N), where N is the number of different elements in a Hankel matrix. Nekrutkin (Stat. Interface, Vol. 3, 2010) pointed out that this result may be useful for substantiating (by using series of perturbation theory) so-called “signal subspace methods,” which are often used for processing time series. In addition to the main result, the paper contains examples and discusses the sharpness of the obtained inequality.     

Block diagonalization and LU-equivalence of Hankel matrices

This article presents a new algorithm for obtaining a block diagonalization of Hankel matrices by means of truncated polynomial divisions, such that every block is a lower Hankel matrix. In fact, the algorithm generates a block LU-factorization of the matrix. Two applications of this algorithm are also presented. By the one hand, this algorithm yields an algebraic proof of Frobenius’ Theorem, which gives the signature of a real regular Hankel matrix by using the signs of its principal leading minors. On the other hand, the close relationship between Hankel matrices and linearly recurrent sequences leads to a comparison with the Berlekamp–Massey algorithm.     

由特征值唯一确定的实3×3Hankel矩阵(英文)

本文研究了由特征值唯一确定的3×3实Hankel矩阵.借助于M.Fielder[1]的结论并经过细致的讨论,得到3×3实Hankel矩阵由其特征值唯一确定的充分必要条件,刻画了3×3实Hankel矩阵的一种特征值性质.     

Structured perturbations of group inverse and singular linear system with index one

In this paper, we study the normwise perturbation theory of singular linear structured system with index one. The structures under investigation are Toeplitz, circulant, Hankel matrices. We show that the structured condition number is smaller than unstructured condition number. For specific right-hand side, we present the condition number for structured system.     

On the reduction of the normal Hankel problem to two particular cases

The normal Hankel problem (NHP) is to describe complex matrices that are normal and Hankel at the same time. The available results related to the NHP can be combined into two groups. On the one hand, there are several known classes of normal Hankel matrices. On the other hand, the matrix classes that may contain normal Hankel matrices not belonging to the known classes were shown to admit a parametrization by real 2 × 2 matrices with determinant 1. We solve the NHP for the cases where the characteristic matrix W of the given class has: (a) complex conjugate eigenvalues; (b) distinct real eigenvalues. To obtain a complete solution of the NHP, it remains to analyze two situations: (1) W is the Jordan block of order two for the eigenvalue 1; (2) W is the Jordan block of order two for ?1.     

Asymptotic Formulas for Determinants of a Sum of Finite Toeplitz and Hankel Matrices

The purpose of this paper is to describe asymptotic formulas for determinants of a sum of finite Toeplitz and Hankel matrices with singular generating functions. The formulas are similar to those of the analogous problem for finite Toeplitz matrices for a certain class of symbols. However, the appearance of the Hankel matrices changes the nature of the asymptotics in some instances depending on the location of the singularities. Several concrete examples are also described in the paper.     

支撑在(-1, 1)上的Carleson型测度与Hankel 矩阵

In this paper, we establish a connection between Carleson type measures supported on(-1, 1) and certain Hankel matrices. The connection is given by the study of Hankel matrices acting on Dirichlet type spaces.     

Hankel matrices for the period-doubling sequence

We give an explicit evaluation, in terms of products of Jacobsthal numbers, of the Hankel determinants of order a power of two for the period-doubling sequence. We also explicitly give the eigenvalues and eigenvectors of the corresponding Hankel matrices. Similar considerations give the Hankel determinants for other orders.     

Integrable operators and the squares of Hankel operators

Integrable operators arise in random matrix theory, where they describe the asymptotic eigenvalue distribution of large self-adjoint random matrices from the generalized unitary ensembles. This paper gives sufficient conditions for an integrable operator to be the square of a Hankel operator, and applies the condition to the Airy, associated Laguerre, modified Bessel and Whittaker functions.