Circulant and Skewcirculant Matrices for Solving Toeplitz Matrix Problems

descriptionPublicationkeyboard_double_arrow_right Article 01 Jul 1992 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Matrix Analysis and Applications, volume 13, pages 767-777 (issn: 0895-4798, eissn: 1095-7162,

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Authors: Thomas Huckle;

doi: 10.1137/0613048

Circulant and Skewcirculant Matrices for Solving Toeplitz Matrix Problems

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Abstract

Circulant and skewcirculant approximations to Toeplitz matrices are considered. Using these approximations, eigenvalue bounds are obtained as well as modified methods for computing the eigenvalues and eigenvectors of Toeplitz matrices.

Keywords

Numerical computation of eigenvalues and eigenvectors of matrices, circulant matrix, Iterative numerical methods for linear systems, preconditioned conjugate gradient method, Toeplitz matrix, Lanczos algorithm, Rayleigh quotient iteration

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