ACCURATE AND EFFICIENT SOLUTION OF HANKEL MATRIX SYSTEMS BY FFT AND THE CONJUGATE GRADIENT METHODS.

Tapan Kumar Sarkar, Xiapu Yang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

An alternate algorithm to solve Hankel matrix equations is proposed. This method is a combination of the FFT and the conjugate gradient method. The advantage of this approach is that it is computationally robust to highly ill-conditioned and even singular matrix equations. Preliminary results indicated that for very large complex Toeplitz matrix equations, the CPU time is proportional to N as the number of unknowns as increased, as opposed to N**2 for conventional methods.

Original languageEnglish (US)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
PublisherIEEE Computer Society
Pages1835-1838
Number of pages4
StatePublished - 1987

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ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering
  • Acoustics and Ultrasonics

Cite this

Sarkar, T. K., & Yang, X. (1987). ACCURATE AND EFFICIENT SOLUTION OF HANKEL MATRIX SYSTEMS BY FFT AND THE CONJUGATE GRADIENT METHODS. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (pp. 1835-1838). IEEE Computer Society.