A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix (Q2465316)

The authors present a fast algorithm for estimating lower and upper bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix T. As pointed out in the paper by several references, many algorithms were already proposed in the literature to compute the smallest eigenvalue of T. However the authors use different approach, exploiting the properties of the two algorithms recently developed for determining a narrow interval in which the smallest eigenvalue of T lies. Numerical evidence from reported examples suggests that the proposed algorithm exhibits a quadratic speed of convergence.