Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices (Q3792141)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices |
scientific article |
Statements
Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices (English)
0 references
1988
0 references
eigenvalues
0 references
symmetric Toeplitz matrices
0 references
Laurent expansion of a rational function
0 references
covariance matrices
0 references
ARMA processes
0 references
characteristic polynomials
0 references
symmetric eigenvectors
0 references
skew-symmetric eigenvectors
0 references
root finding techniques
0 references
numerical experiments
0 references
