A symmetry exploiting Lanczos method for symmetric Toeplitz matrices (Q5934413)
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scientific article; zbMATH DE number 1606727
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English | A symmetry exploiting Lanczos method for symmetric Toeplitz matrices |
scientific article; zbMATH DE number 1606727 |
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A symmetry exploiting Lanczos method for symmetric Toeplitz matrices (English)
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19 June 2001
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It is shown how the Lanczos algorithm can be modified to separate symmetric and skewsymmetric vectors. This gives a faster and more accurate algorithm to compute eigenvalues of a symmetric Toeplitz matrix with eigenvectors that have the correct symmetry properties.
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symmetric Toeplitz matrix
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Lanczos algorithm
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eigenvalues
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eigenvectors
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