Hankel Matrix
This function constructs an order n Hankel matrix from the values in the order n vector x. Each row of the matrix is a circular shift of the values in the previous row.
hankel.matrix(n, x)
n |
a positive integer value for order of matrix greater than 1 |
x |
a vector of values used to construct the matrix |
A Hankel matrix is a square matrix with constant skew diagonals. The determinant of a Hankel matrix is called a catalecticant. Hankel matrices are formed when the hidden Mark model is sought from a given sequence of data.
An order n matrix.
If the argument n is not a positive integer, the function presents an error message and stops. If the length of x is less than n, the function presents an error message and stops.
Frederick Novomestky fnovomes@poly.edu
Power, S. C. (1982). Hankel Operators on Hilbert Spaces, Research notes in mathematics, Series 64, Pitman Publishing.
H <- hankel.matrix( 4, seq( 1, 7 ) ) print( H )
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