Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix

Cybenko, George; Van Loan, Charles

Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix

File(s)

82-527.ps (254.75 KB)

82-527.pdf (864.58 KB)

Permanent Link(s)

https://hdl.handle.net/1813/6366

Collections

Computer Science Technical Reports

Author

Cybenko, George

Van Loan, Charles

Abstract

A method for computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix is given. It relies solely upon the Levinson-Durbin algorithm. The procedure involves a combination of bisection and Newton's method. Good starting values are also shown to be obtainable from the Levinson-Durbin algorithm.

Date Issued

1982-04

Publisher

Cornell University

Keywords

computer science

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technical report

Previously Published as

http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR82-527

Type

technical report