Computing the smallest eigenpair of a symmetric positive definite Toeplitz matrix

Nicola Mastronardi, Daniel Boley

Research output: Contribution to journalArticlepeer-review

16 Scopus citations

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 languageEnglish (US)
Pages (from-to)1921-1927
Number of pages7
JournalUnknown Journal
Volume20
Issue number5
DOIs
StatePublished - Jan 1 1999

Fingerprint Dive into the research topics of 'Computing the smallest eigenpair of a symmetric positive definite Toeplitz matrix'. Together they form a unique fingerprint.

Cite this