In linear algebra, a Hankel matrix, named after Hermann Hankel, is a square matrix with constant (positive sloping) skew-diagonals, e.g.;
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
, where ai,j depends only on i + j.