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

DOI10.1002/nla.565zbMath1212.65153OpenAlexW2137972509MaRDI QIDQ3588914

Marc Van Barel, Raf Vandebril, Nicola Mastronardi

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 matrixsignal processingsymmetric positive-definite matrixgeneralized Schur algorithmsmallest eigenvalues

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Toeplitz, Cauchy, and related matrices (15B05)

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Cites Work

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• Recurrence relations for the even and odd characteristic polynomials of a symmetric Toeplitz matrix
• Extreme eigenvalues of real symmetric Toeplitz matrices
• Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix

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