A hybrid method for computing a smallest eigenvalue of a symmetric and positive definite Toeplitz matrix

Aleksandra Kostić ,Heinrich Voß

doi:10.15480/882.146

A hybrid method for computing a smallest eigenvalue of a symmetric and positive definite Toeplitz matrix

Aleksandra Kostić , Heinrich Voß

https://doi.org/10.15480/882.146

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Publication Date: Jan 1, 2003

Citations: 15

Affiliation: Hamburg University of Technology

#Positive Definite Toeplitz Matrix #Polynomial + Show 8 more

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Abstract

In this paper we suggest a hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix which takes advantage of two types of methods, Newton’s method for the characteristic polynomial and projection methods based on rational interpolation of the secular equation.

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