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

DOI10.1090/S0025-5718-05-01796-5MaRDI QIDQ3376997zbMATHOpenAlexFDO

Authors 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

characteristic polynomialNewton's methodGohberg-Semencul formulaNewton stepsymmetric positive definite Toeplitz matrixsplit-Durbin algorithmsplit-Levinson algorithm

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3994891 (Why is no real title available?)
• scientific article; zbMATH DE number 3451988 (Why is no real title available?)
• scientific article; zbMATH DE number 3891554 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A two-step even-odd split Levinson algorithm for Toeplitz systems
• Computation of the Smallest Even and Odd Eigenvalues of a Symmetric Positive-Definite Toeplitz Matrix
• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix by Newton-type Methods
• Computing the Smallest Eigenpair of a Symmetric Positive Definite Toeplitz Matrix
• Eigenvalues and eigenvectors of symmetric centrosymmetric matrices
• Extreme eigenvalues of real symmetric Toeplitz matrices
• Numerical experience with a superfast real Toeplitz solver
• The Fitting of Time-Series Models

Cited in

(2)

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

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