Numerical Solution of the Eigenvalue Problem for Symmetric Rationally Generated Toeplitz matrices

DOI10.1137/0609023MaRDI QIDQ3792141zbMATH OpenOpenAlexFDO

Authors William F. Trench

Publication date 1988

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0609023

zbMATH Keywords

eigenvaluesARMA processescovariance matricesnumerical experimentscharacteristic polynomialssymmetric Toeplitz matricesroot finding techniquessymmetric eigenvectorsLaurent expansion of a rational functionskew-symmetric eigenvectors

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrices over function rings in one or more variables (15A54)

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Cited in

(14)

• PARALLEL ALGORITHMS TO COMPUTE THE EIGENVALUES AND EIGENVECTORS OFSYMMETRIC TOEPLITZ MATRICES∗
• On the eigenvalue problem for toeplitz matrices generated by rational functions
• Parallel computation of the eigenvalues of symmetric Toeplitz matrices through iterative methods
• Numerical Solution of the Inverse Eigenvalue Problem for Real Symmetric Toeplitz Matrices
• Spectral properties of Kac-Murdock-Szegö matrices with a complex parameter
• Generalized updating problems and computation of the eigenvalues of rational Toeplitz matrices
• Interlacement of the even and odd spectra of real symmetric Toeplitz matrices
• scientific article; zbMATH DE number 4096683 (Why is no real title available?)
• Solving the Generalized Eigenvalue Problem for Rational Toeplitz Matrices
• A Numerical Approach to the Inverse Toeplitz Eigenproblem
• Characteristic polynomials of symmetic rationally generated toeplitz matrices
• Numerical solution of the eigenvalue problem for efficiently structured Hermitian matrices
• Matrix-less spectral approximation for large structured matrices
• A matrix-less and parallel interpolation-extrapolation algorithm for computing the eigenvalues of preconditioned banded symmetric Toeplitz matrices

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