Symmetric schemes for computing the minimum eigenvalue of a symmetric Toeplitz matrix

DOI10.1016/S0024-3795(98)10147-7MaRDI QIDQ1301313zbMATH OpenOpenAlexFDO

Authors H. Voss

Publication date 20 July 2000

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0024-3795(98)10147-7

zbMATH Keywords

computational complexityeigenvalue problemprojection methodsmallest eigenvaluesymmetric schemesToeplitz matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Complexity and performance of numerical algorithms (65Y20)

Review text

The author presents symmetric versions of the methods introduced by him and \textit{W. Mackens} [SIAM J. Matrix Anal. Appl. 18, No.~3, 521-534 (1997; Zbl 0874.65025), and Linear Algebra Appl. 275-276, 401-415 (1998; Zbl 0936.65043)] for computing the smallest eigenvalue of a real symmetric and positive definite Toeplitz matrix. The computational complexity can be reduced to \(O(n\log^2n)\) operations.

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Cites work

• A new algorithm for solving Toeplitz systems of equations
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• The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations

Cited in

(10)

• Recurrence relations for the even and odd characteristic polynomials of a symmetric Toeplitz matrix
• A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix
• Extreme eigenvalues of real symmetric Toeplitz matrices
• Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• A fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix
• MINRES and MINERR Are Better than SYMMLQ in Eigenpair Computations
• Preconditioned Lanczos Methods for the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
• Computation of the Smallest Even and Odd Eigenvalues of a Symmetric Positive-Definite Toeplitz Matrix
• Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection
• scientific article; zbMATH DE number 4189087 (Why is no real title available?)

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