scientific article; zbMATH DE number 125015

MaRDI QIDQ4026657zbMATH OpenFDO

Authors

Publication date 21 February 1993

zbMATH Keywords

comparison of algorithmsconjugate gradient algorithmeigenvaluesfrequency estimationmethod of steepest descentprolate spheroidal functionsRayleigh quotientsignal processingsymmetric matrix

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

[For the entire collection see Zbl 0745.00018.] Eigenvalues of a symmetric matrix are computed by minimizing the Rayleigh quotient using the conjugate gradient algorithm. Results for test cases arising from signal processing applications are reported.

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