Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix

DOI10.1137/0907009MaRDI QIDQ3030120zbMATH OpenOpenAlexFDO

Authors George Cybenko, Charles F. Van Loan

Publication date 1986

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

Full work available at URL https://hdl.handle.net/1813/6366

zbMATH Keywords

bisectionLevinson-Durbin algorithmNewton's methodsignal processingsmallest eigenvaluesymmetric positive definite Toeplitz matrixYule-Walker system

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(27)

• Preconditioned Lanczos method for generalized Toeplitz eigenvalue problems
• Computing a nearest symmetric positive semidefinite matrix
• A survey of the eigenstructure properties of finite Hermitian Toeplitz matrices
• Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems
• Product rules for the displacement of near-Toeplitz matrices
• A total least squares method for Toeplitz systems of equations
• Symmetric schemes for computing the minimum eigenvalue of a symmetric Toeplitz matrix
• Spectral functions for real symmetric Toeplitz matrices
• A projection method for computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix
• Minimal eigenvalue of a real symmetric positive definite Toeplitz matrix
• A fast eigenvalue algorithm for Hankel matrices
• Recurrence relations for the even and odd characteristic polynomials of a symmetric Toeplitz matrix
• The geometric mean algorithm
• A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix
• Extreme eigenvalues of real symmetric Toeplitz matrices
• On determining bounds for the real parts of the zeros of polynomials
• scientific article; zbMATH DE number 5847291 (Why is no real title available?)
• Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix
• Computing a Lower Bound of the Smallest Eigenvalue of a Symmetric Positive-Definite Toeplitz Matrix
• PARALLEL ALGORITHMS TO COMPUTE THE EIGENVALUES AND EIGENVECTORS OFSYMMETRIC TOEPLITZ MATRICES∗
• The Minimum Eigenvalue of a Symmetric Positive-Definite Toeplitz Matrix and Rational Hermitian Interpolation
• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix by Newton-type Methods
• Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection
• scientific article; zbMATH DE number 5221528 (Why is no real title available?)
• A two-step even-odd split Levinson algorithm for Toeplitz systems
• Fast order-recursive generalized Hermitian Toeplitz eigenspace decomposition
• Numerical solution of the eigenvalue problem for efficiently structured Hermitian matrices

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