Extreme eigenvalues of real symmetric Toeplitz matrices

DOI10.1090/S0025-5718-00-01258-8MaRDI QIDQ2701556zbMATH OpenOpenAlexFDO

Authors Aaron Melman

Publication date 19 February 2001

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0025-5718-00-01258-8

zbMATH Keywords

error analysisextreme eigenvaluesnumerical resultsodd and even spectrarational approximationsecular equationspectral equationToeplitz matrix

Mathematics Subject Classification ID

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

Review text

Spectral equations (with possibly unknown singularities) are used for computing the smallest and largest eigenvalues of real symmetric Toeplitz matrices (other papers on this problem are quoted) from two equations, one for the even and one for the odd eigenvalues, that have already been used by others. The present paper presents a shorter analysis of the rootfinder used in two other works. This also leads to a better stopping rule, based on rational rather than on polynomial approximation. The paper also presents an error analysis not contained in those other works. Numerical results given concern positive semidefinite Toeplitz matrices earlier considered by G. Szegő, Cybenko, and others.

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Cited in

(14)

• On the extreme eigenvalues of Toeplitz and real Hankel interval matrices
• Spectral functions for real symmetric Toeplitz matrices
• Recurrence relations for the even and odd characteristic polynomials of a symmetric Toeplitz matrix
• A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix
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• A fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix
• Bounds on the extreme eigenvalues of positive-definite Toeplitz matrices
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• Recursive bounds for the eigenvalues of symmetric positive definite matrices

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