Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices (Q3792141): Difference between revisions

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Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices
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    Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices (English)
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    1988
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    eigenvalues
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    symmetric Toeplitz matrices
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    Laurent expansion of a rational function
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    covariance matrices
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    ARMA processes
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    characteristic polynomials
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    symmetric eigenvectors
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    skew-symmetric eigenvectors
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    root finding techniques
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    numerical experiments
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