Cybenko, GeorgeVan Loan, Charles2007-04-232007-04-231982-04http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR82-527https://hdl.handle.net/1813/6366A 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.885329 bytes260862 bytesapplication/pdfapplication/postscripten-UScomputer sciencetechnical reportComputing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrixtechnical report