Computing the Smallest Eigenpair of a Symmetric Positive Definite Toeplitz Matrix (Q4253096)
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scientific article; zbMATH DE number 1307777
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| English | Computing the Smallest Eigenpair of a Symmetric Positive Definite Toeplitz Matrix |
scientific article; zbMATH DE number 1307777 |
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Computing the Smallest Eigenpair of a Symmetric Positive Definite Toeplitz Matrix (English)
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24 June 1999
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Toeplitz matrix
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symmetric positive definite matrix
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Levinson-Durbin algorithm
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Newton's iteration
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signal processing
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numerical examples
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smallest eigenvalue
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eigenvectors
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error bounds
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0.9121567606925964
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0.9097201228141784
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0.9065240621566772
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0.9022930860519408
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