Computing the Smallest Eigenpair of a Symmetric Positive Definite Toeplitz Matrix
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Publication:4253096
DOI10.1137/S106482759732229XzbMath0936.65039MaRDI QIDQ4253096
Nicola Mastronardi, Daniel L. Boley
Publication date: 24 June 1999
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
numerical examples; eigenvectors; error bounds; Toeplitz matrix; smallest eigenvalue; signal processing; Newton's iteration; symmetric positive definite matrix; Levinson-Durbin algorithm
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
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