The smallest eigenvalue of the Hankel matrices associated with a perturbed Jacobi weight
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The smallest eigenvalue of large Hankel matrices
AbstractWe investigate the large N behavior of the smallest eigenvalue, λN , of an ( N + 1 ) × ( N + 1 ) Hankel (or moments) matrix H N , generated by the weight w ( x ) = x α ( 1 − x ) β , x ∈ [ 0 , 1 ] , α > − 1 , β > − 1. By ...
Smallest eigenvalue of large Hankel matrices at critical point: Comparing conjecture with parallelised computation
AbstractWe propose a novel parallel numerical algorithm for calculating the smallest eigenvalues of highly ill-conditioned Hankel matrices. It is based on the LDLT decomposition and involves finding a k × k sub-matrix of the inverse of the ...
Asymptotics of determinants of Hankel matrices via non-linear difference equations
E. Heine in the 19th century studied a system of orthogonal polynomials associated with the weight x ( x - α ) ( x - ) - 1 2 , x 0 , α , 0 < α < . A related system was studied by C. J. Rees in 1945, associated with the weight ( 1 - x 2 ) ( 1 - k 2 x 2 ) ...
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