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How bad are Hankel matrices?
Authors:Evgenij E Tyrtyshnikov
Institution:(1) Institute of Numerical Mathematics, Russian Academy of Sciences, Leninskij Prosp., 32-A, Moscow 117334, Russia , RU
Abstract:Summary. Considered are Hankel, Vandermonde, and Krylov basis matrices. It is proved that for any real positive definite Hankel matrix of order , its spectral condition number is bounded from below by . Also proved is that the spectral condition number of a Krylov basis matrix is bounded from below by . For , a Vandermonde matrix with arbitrary but pairwise distinct nodes , we show that ; if either or for all , then . Received January 24, 1993/Revised version received July 19, 1993
Keywords:Mathematics Subject Classification (1991): 65F10  65F99
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