Hankel矩阵类的一种快速分解算法

A FAST DECOMPOSITION AGLORITHM OF HANKEL MATRIX CLASS

本文给出Ｈａｎｋｅｌ矩阵类与Ｔｏｅｐｌｉｔｚ矩阵类相互转换关系的矩阵，通过Ｔｏｅｐｌｉｔｚ矩阵类的ＬＵ分解和ＱＲ分解。

We give the transformation matrix between Hankel matrix class and Toeplitz matrixc lass,and realize LU factorization and QR factorization of Hankel matrix class by computing factorization of corresponding Toeplitz matrix class.