hbhankel: Hankel with Hankel block matrices operations.
In Rssa: A Collection of Methods for Singular Spectrum Analysis

hbhmat

R Documentation

Hankel with Hankel block matrices operations.

Description

A set of routines to operate on Hankel with Hankel block matrices stored in compact FFT-based form.

Usage

new.hbhmat(F, L = (N + 1) %/% 2,
           wmask = NULL, fmask = NULL, weights = NULL,
           circular = FALSE)
is.hbhmat(h)
hbhcols(h)
hbhrows(h)
hbhmatmul(hmat, v, transposed = FALSE)

Arguments

`F`	array to construct the trajectory matrix for.
`L`	the window length.
`wmask`, `fmask`, `weights`	special parameters for shaped SSA case (see `ssa`). `wmask` and `fmask` are logical matrices, window and factor masks respectively. `weights` is integer matrix which denotes hankel weights for array elements. If 'NULL', parameters for simple rectangular 2D SSA case are used.
`circular`	logical vector of one or two elements, describes field topology. 'TRUE' means circularity by a corresponding coordinate. If vector has only one element, this element will be used twice.
`h`, `hmat`	matrix to operate on.
`transposed`	logical, if 'TRUE' the multiplication is performed with the transposed matrix.
`v`	vector to multiply with.

Details

Fast Fourier Transform provides a very efficient matrix-vector multiplication routine for Hankel with Hankel blocks matrices. See the paper in 'References' for the details of the algorithm.