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A symmetry exploiting Lanczos method for symmetric Toeplitz matrices
Citation Link: https://doi.org/10.15480/882.172
Publikationstyp
Working Paper
Date Issued
1999-07
Sprache
English
Author(s)
Voß, Heinrich
Institut
TORE-DOI
Several methods for computing the smallest eigenvalues of a symmetric and positive definite Toeplitz matrix T have been studied in the literature. The most of them share the disadvantage that they do not reflect symmetry properties of the corresponding eigenvector. In this note we present a Lanczos method which approximates simultaneously the odd and the even spectrum of T at the same cost as the classical Lanczos approach.
Subjects
Toeplitz matrix
eigenvalue problem
Lanczos method
symmetry
DDC Class
510: Mathematik
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