Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix

DOI10.1137/0907009zbMath0626.65030OpenAlexW1977519779MaRDI QIDQ3030120

George Cybenko, Charles F. Van Loan

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/6366

zbMATH Keywords

Newton's methodsmallest eigenvaluesignal processingbisectionLevinson-Durbin algorithmsymmetric positive definite Toeplitz matrixYule-Walker system

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57)

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