Title: Computing the smallest eigenpair of a symmetric positive definite Toeplitz matrix
Authors: Mastronardi, Nicola ×
Boley, D #
Issue Date: May-1999
Publisher: SIAM
Series Title: SIAM Journal on Scientific Computing vol:20 issue:5 pages:1921-1927
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.
ISSN: 1064-8275
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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