Abstract
An algorithm for computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix is presented. The eigenvalue is approximated from below by Newton's method applied to the characteristic polynomial of the matrix. The Newton's step is calculated by a Levinson-Durbin type recursion. Simultaneously, this recursion produces a realistic error bound of the actual approximation without additional computing effort as well as a simple and efficient way to compute the associated eigenvector.
Original language | English (US) |
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Pages (from-to) | 1921-1927 |
Number of pages | 7 |
Journal | Unknown Journal |
Volume | 20 |
Issue number | 5 |
DOIs | |
State | Published - Jan 1 1999 |