McMaster University
Hamilton, Ontario, Canada
The eigenproblem of structured matrices, such as Toeplitz and Hankel, has applications in signal processing. There is an extensive literature on inverting such matrices or solving such linear systems. However, efficient eigenproblem algorithms for such structured matrices are still under development. In this paper we present a novel fast $O(n^2 \log n)$ algorithm for finding the eigenvalues of an $n \times n$ complex Hankel matrix.