On computing nearest singular Hankel matrices

M. A. Hitz

 

We explore the problem of computing a nearest singular matrix to a given regular Hankel matrix while preserving the structure of the matrix. Nearness is measured in a matrix norm, or a componentwise norm. A recent result for structured condition numbers leads to an efficient algorithm in the spectral norm. We devise a parametrization of singular Hankel matrices, to discuss other norms.