Computing the Smallest Eigenpair of a Symmetric Positive Definite Toeplitz Matrix

DOI10.1137/S106482759732229XzbMath0936.65039OpenAlexW2013351174MaRDI QIDQ4253096

Nicola Mastronardi, Daniel L. Boley

Publication date: 24 June 1999

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

Full work available at URL: https://doi.org/10.1137/s106482759732229x

zbMATH Keywords

numerical exampleseigenvectorserror boundsToeplitz matrixsmallest eigenvaluesignal processingNewton's iterationsymmetric positive definite matrixLevinson-Durbin algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (3)

A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix ⋮ Recurrence relations for the even and odd characteristic polynomials of a symmetric Toeplitz matrix ⋮ Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix

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