Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
Cybenko, George; Van Loan, Charles
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.
computer science; technical report
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