The Hermitian Lanczos method for Hermitian matrices has a well-known connection with a 3-term recurrence for polynomials orthogonal on a discrete subset of ℝ. This connection disappears for normal ...
Abstract.The full-rank LDL* decomposition of a polynomial Hermitian matrix is examined. Explicit formulae are given evaluating the coefficients of matrices 𝑙𝑖𝑗 and 𝑑𝑗𝑗. Also, a new method is ...
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