Abstract

This work continues the analysis of the conditioning of a Hankel structured generalized eigenvalue problem (GEP) started in [1]. The considered generalized eigenvalue problem appears in exponential analysis and sparse interpolation.
 We generalize the proof in [1] and add expressions for the relative condition numbers of two reformulations of the GEP, a reformulation as a Loewner GEP valid for general complex data, and a compression to a Hankel+Toeplitz GEP in the case of real data. Both reformulations are compared to the original Hankel GEP. The analysis is concluded with ample numerical illustrations.

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