Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices

DOI10.1137/0609023MaRDI QIDQ3792141zbMATH OpenOpenAlexFDO

Authors William F. Trench

Publication date 1988

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0609023

zbMATH Keywords

ARMA processescharacteristic polynomialscovariance matriceseigenvaluesLaurent expansion of a rational functionnumerical experimentsroot finding techniquesskew-symmetric eigenvectorssymmetric eigenvectorssymmetric Toeplitz matrices

Mathematics Subject Classification ID

Matrices over function rings in one or more variables (15A54) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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(14)

• Interlacement of the even and odd spectra of real symmetric Toeplitz matrices
• Generalized updating problems and computation of the eigenvalues of rational Toeplitz matrices
• Spectral properties of Kac-Murdock-Szegö matrices with a complex parameter
• Solving the Generalized Eigenvalue Problem for Rational Toeplitz Matrices
• On the eigenvalue problem for toeplitz matrices generated by rational functions
• A Numerical Approach to the Inverse Toeplitz Eigenproblem
• Characteristic polynomials of symmetic rationally generated toeplitz matrices
• scientific article; zbMATH DE number 4096683 (Why is no real title available?)
• PARALLEL ALGORITHMS TO COMPUTE THE EIGENVALUES AND EIGENVECTORS OFSYMMETRIC TOEPLITZ MATRICES∗
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• Matrix-less spectral approximation for large structured matrices
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