Isospectral Flows for Displacement Structured Matrices
نویسنده
چکیده
This paper concernes eigenvalue computations with displacement structured matrices, for example, Toeplitz or Toeplitz-plus-Hankel. A technique using isospectral flows is introduced. The flow is enforced to preserve the displacement structure of the originary matrix by means of a suitable constraint added in its formulation. In order to fulfil the constraint, the numerical integration of the flow requires, to evaluate the gradient, the solution of a matrix equation.
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