Toeplitz eigensystem solver

DOI10.1109/TASSP.1985.1164672MaRDI QIDQ3757254zbMATH OpenFDO

Authors Yu Hen Hu, S. Y. 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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Cited in

(5)

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

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