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A Method of Order 1+SQRT(3) for Computing the Smallest Eigenvalue of a Symmetric Toeplitz Matrix
Citation Link: https://doi.org/10.15480/882.160
Publikationstyp
Technical Report
Date Issued
2002-03
Sprache
English
Author(s)
Voß, Heinrich
Institut
TORE-DOI
In this note we discuss a method of order 1+sqrt(3) for computing the smallest eigenvalue lambda_1 of a symmetric and positive definite Toeplitz matrix. It generalizes and improves a method introduced in cite{MacVos97} which is based on rational Hermitean interpolation of the secular equation. Taking advantage of a further rational approximation of the secular equation which is essentially for free and which yields lower bounds of lambda_1 we obtain an improved stopping criterion.
Subjects
eigenvalue problem
Toeplitz matrix
secular equation
DDC Class
510: Mathematik
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