Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices

DOI10.1137/0609023zbMath0647.65023OpenAlexW2074182014MaRDI QIDQ3792141

William F. Trench

Publication date: 1988

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0609023

zbMATH Keywords

eigenvaluesnumerical experimentscharacteristic polynomialssymmetric Toeplitz matricescovariance matricesARMA processesroot finding techniquessymmetric eigenvectorsLaurent expansion of a rational functionskew-symmetric eigenvectors

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Hermitian, skew-Hermitian, and related matrices (15B57) Matrices over function rings in one or more variables (15A54)

Related Items (7)

Spectral properties of Kac-Murdock-Szegö matrices with a complex parameter ⋮ Generalized updating problems and computation of the eigenvalues of rational Toeplitz matrices ⋮ Parallel computation of the eigenvalues of symmetric Toeplitz matrices through iterative methods ⋮ A matrix-less and parallel interpolation-extrapolation algorithm for computing the eigenvalues of preconditioned banded symmetric Toeplitz matrices ⋮ Interlacement of the even and odd spectra of real symmetric Toeplitz matrices ⋮ Numerical solution of the eigenvalue problem for efficiently structured Hermitian matrices ⋮ PARALLEL ALGORITHMS TO COMPUTE THE EIGENVALUES AND EIGENVECTORS OFSYMMETRIC TOEPLITZ MATRICES∗

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