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Hankel matrix

In linear algebra, a Hankel matrix, named after Hermann Hankel, is a square matrix with constant (positive sloping) skew-diagonals, e.g.;

\begin{bmatrix} a & b & c & d & e \\ b & c & d & e & f \\ c & d & e & f & g \\  d & e & f & g & h \\ e & f & g & h & i \\ \end{bmatrix}

In mathematical terms:

ai,j = ai - 1,j + 1

The Hankel matrix is closely related to the Toeplitz matrix (a Hankel matrix is an upside-down Toeplitz matrix).

A Hankel operator on a Hilbert space is one whose matrix with respect to an orthonormal basis is an infinite Hankel matrix (a_{i,j})_{i,j \ge 0}, where ai,j depends only on i + j.



07-14-2008 23:18:10
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