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SIAM Journal on Scientific and Statistical Computing
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Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix

Computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix
Authors: Cybenko, George; van Loan, Charles F.;

Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix

Abstract

Der vorgeschlagene Algorithmus zur Berechnung des kleinsten Eigenwertes einer reellen, symmetrischen und positiv definiten Toeplitz-Matrix T der Ordnung n basiert auf einer speziellen rationalen Funktion f(\(\lambda)\), deren Nullstellen Eigenwerte der gegebenen Matrix sind. Dazu muß die realistische Voraussetzung getroffen werden, daß der kleinste Eigenwert \(\lambda_{\min}(T)\) echt kleiner ist als der kleinste Eigenwert \(\lambda_{\min}(G)\) der Matrix G, welche aus T durch Streichen der ersten Zeile und Kolonne hervorgeht. Der gesuchte kleinste Eigenwert wird zuerst mit der Bisektionsmethode genügend genau lokalisiert und dann mit der quadratisch konvergenten Newton-Methode berechnet. Wesentlich ist die Tatsache, daß nur der Levinson-Durbin- Algorithmus benötigt wird, und daß mit einem Aufwand von \(O(n^ 2)\) im Vergleich zu bekannten Schranken ein bedeutend besseres Startintervall für die Bisektion erhalten werden kann.

Keywords

Numerical computation of eigenvalues and eigenvectors of matrices, bisection, Inequalities involving eigenvalues and eigenvectors, symmetric positive definite Toeplitz matrix, Yule-Walker system, Levinson-Durbin algorithm, Newton's method, smallest eigenvalue, Hermitian, skew-Hermitian, and related matrices, signal processing

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
61
Top 10%
Top 1%
Top 10%
bronze