A fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix

DOI10.1002/nla.565zbMath1212.65153MaRDI QIDQ3588914

Marc Van Barel, Nicola Mastronardi, Raf Vandebril

Publication date: 10 September 2010

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.565

zbMATH Keywords

Toeplitz matrix; signal processing; symmetric positive-definite matrix; generalized Schur algorithm; smallest eigenvalues

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

15B05: Toeplitz, Cauchy, and related matrices

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