Minimal eigenvalue of a real symmetric positive definite Toeplitz matrix (Q1339763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal eigenvalue of a real symmetric positive definite Toeplitz matrix |
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Minimal eigenvalue of a real symmetric positive definite Toeplitz matrix (English)
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8 December 1994
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The computation of the minimal eigenvalue of a real symmetric positive definite Toeplitz matrix is considered. Algorithms which need only one or two inverses are presented. The algorithms are based on good initial approximations to the corresponding eigenvector by approximating the Toeplitz matrix by circulant matrices.
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minimal eigenvalue
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real symmetric positive definite Toeplitz matrix
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algorithms
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eigenvector
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circulant matrices
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