Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix
From MaRDI portal
Publication:3376997
DOI10.1090/S0025-5718-05-01796-5zbMath1094.65028OpenAlexW2054052206MaRDI QIDQ3376997
Publication date: 27 March 2006
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-05-01796-5
Newton's methodcharacteristic polynomialGohberg-Semencul formulaNewton stepsymmetric positive definite Toeplitz matrixsplit-Durbin algorithmsplit-Levinson algorithm
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of solutions to single equations (65H05) Real polynomials: location of zeros (26C10)
Related Items
A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix, A fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Eigenvalues and eigenvectors of symmetric centrosymmetric matrices
- Numerical experience with a superfast real Toeplitz solver
- Extreme eigenvalues of real symmetric Toeplitz matrices
- Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
- The Fitting of Time-Series Models
- Computing the Smallest Eigenpair of a Symmetric Positive Definite Toeplitz Matrix
- Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix by Newton-type Methods
- Computation of the Smallest Even and Odd Eigenvalues of a Symmetric Positive-Definite Toeplitz Matrix
- A two-step even-odd split Levinson algorithm for Toeplitz systems