Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix

DOI10.1090/S0025-5718-05-01796-5zbMath1094.65028OpenAlexW2054052206MaRDI QIDQ3376997

Aaron Melman

Publication date: 27 March 2006

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-05-01796-5

zbMATH Keywords

Newton's methodcharacteristic polynomialGohberg-Semencul formulaNewton stepsymmetric positive definite Toeplitz matrixsplit-Durbin algorithmsplit-Levinson algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of solutions to single equations (65H05) Real polynomials: location of zeros (26C10)

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A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix, A fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix

Cites Work

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• A two-step even-odd split Levinson algorithm for Toeplitz systems