Hankel matrix

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In linear algebra, a Hankel matrix (or catalecticant matrix), named after Hermann Hankel, is a square matrix with constant skew-diagonals (positive sloping 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}.

If the i,j element of A is denoted Ai,j, then we have

A_{i,j} = A_{i-1,j+1}.\

The Hankel matrix is closely related to the Toeplitz matrix (a Hankel matrix is an upside-down Toeplitz matrix). For a special case of this matrix see Hilbert matrix.

A Hankel operator on a Hilbert space is one whose matrix with respect to an orthonormal basis is a (possibly infinite) Hankel matrix (A_{i,j})_{i,j \ge 1}, where  A_{i,j} depends only on i+j.

The determinant of a Hankel matrix is called a catalecticant.

Hankel transform[edit]

The Hankel transform is the name sometimes given to the transformation of a sequence, where the transformed sequence corresponds to the determinant of the Hankel matrix. That is, the sequence \{h_n\}_{n\ge 0} is the Hankel transform of the sequence \{b_n\}_{n\ge 0} when

h_n = \det (b_{i+j-2})_{1 \le i,j \le n+1}.

Here, a_{i,j}=b_{i+j-2} is the Hankel matrix of the sequence \{b_n\}. The Hankel transform is invariant under the binomial transform of a sequence. That is, if one writes

c_n = \sum_{k=0}^n {n \choose k} b_k

as the binomial transform of the sequence \{b_n\}, then one has

\det (b_{i+j-2})_{1 \le i,j \le n+1} = \det (c_{i+j-2})_{1 \le i,j \le n+1}.

Hankel matrices for system identification[edit]

Hankel matrices are formed when given a sequence of output data and a realization of an underlying state-space or hidden Markov model is desired. The singular value decomposition of the Hankel matrix provides a means of computing the A, B, and C matrices which define the state-space realization.

Orthogonal polynomials on the real line[edit]

Positive Hankel matrices and the Hamburger moment problems[edit]

Orthogonal polynomials on the real line[edit]

Tridiagonal model of positive Hankel operators[edit]

See also[edit]

References[edit]