Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
نویسندگان
چکیده
منابع مشابه
Preconditioned Lanczos Methods for the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
In this paper, we apply the preconditioned Lanczos (PL) method to compute the minimum eigenvalue of a symmetric positive definite Toeplitz matrix. The sine transform-based preconditioner is used to speed up the convergence rate of the PL method. The resulting method involves only Toeplitz and sine transform matrix-vector multiplications and hence can be computed efficiently by fast transform al...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific and Statistical Computing
سال: 1986
ISSN: 0196-5204,2168-3417
DOI: 10.1137/0907009