We explore the connections between the Lanczos algorithm for matrix tridiagonalization and two fast algorithms for Hankel matrix factorization. We show how the asymmetric Lanczos process is related to the Berlekamp-Massey algorithm, and how the symmetrized Lanczos process is related to the Phillips algorithm. We also discuss conditions under which the analysis of Phillips applies.
Bibliographical noteFunding Information:
The authors acknowledget heir researchs ponsors:D . L. Boley was supported in part by the rattan ScienceF ~ndat~~ under grant CCR”8813~93 and by the Minnesota SupercomputerIn stitute, T. J. Lee by an Intel Foundation Cradu-ate Fellowship, and F. T. Luk by the Army Research Office under contract D~L~3-90-~~10~, The aut~rs a&o thank Adam B~an~~yka nd Douglas Sweetj ii valuable discussions.