Toeplitz eigensystem solver

DOI10.1109/TASSP.1985.1164672zbMath0621.65026MaRDI QIDQ3757254

Yu Hen Hu, Sun-Yuan Kung

Publication date: 1985

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

Toeplitz matrixcovariance matrixminimum eigenvalueinverse iteration method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Extreme eigenvalues of real symmetric Toeplitz matrices, Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems, A projection method for computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix, Numerical solution of the eigenvalue problem for efficiently structured Hermitian matrices, PARALLEL ALGORITHMS TO COMPUTE THE EIGENVALUES AND EIGENVECTORS OFSYMMETRIC TOEPLITZ MATRICES∗