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Title: Computing a lower bound of the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix
Authors: Laudadio, Teresa ×
Mastronardi, Nicola
Van Barel, Marc #
Issue Date: Oct-2008
Publisher: Institute of Electrical and Electronics Engineers
Series Title: IEEE Transactions on Information Theory vol:54 issue:10 pages:4726-4731
Abstract: In this correspondence, several algorithms to compute a lower bound of the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix are described and compared in terms of accuracy and computational efficiency. Exploiting the Toeplitz structure of the considered matrix, new theoretical insights are derived and an efficient implementation of some of the aforementioned algorithms is provided.
ISSN: 0018-9448
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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