A hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix
نویسندگان
چکیده
In this paper we suggest a hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix which takes advantage of two types of methods, Newton’s method for the characteristic polynomial and projection methods based on rational interpolation of the secular equation.
منابع مشابه
A fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix
Recent progress in signal processing and estimation has generated considerable interest in the problem of computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix. Several algorithms have been proposed in the literature. Many of them compute the smallest eigenvalue in an iterative fashion, relying on the Levinson–Durbin solution of sequences of Yule–Walker systems. Exp...
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