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scientific article; zbMATH DE number 125015
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scientific article; zbMATH DE number 125015 |
Statements
21 February 1993
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method of steepest descent
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comparison of algorithms
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prolate spheroidal functions
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frequency estimation
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eigenvalues
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symmetric matrix
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Rayleigh quotient
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conjugate gradient algorithm
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signal processing
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0.888123095035553
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0.8542147278785706
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0.853952169418335
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0.8337374329566956
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[For the entire collection see Zbl 0745.00018.] Eigenvalues of a symmetric matrix are computed by minimizing the Rayleigh quotient using the conjugate gradient algorithm. Results for test cases arising from signal processing applications are reported.
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