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Newton type methods for computing the smallest eigenvalue of a symmetric Toeplitz matrix
Citation Link: https://doi.org/10.15480/882.177
Publikationstyp
Working Paper
Publikationsdatum
1998-04
Sprache
English
Author
Mackens, Wolfgang
Voß, Heinrich
Institut
Several methods for computing the smallest eigenvalue of asymmetric positive definite Toeplitz matrix are presented. They converge from the left to the minimum eigenvalue, and they rely on Newton's method and interpolation of the characteristic polynomial with no need for introductory bisection steps. The methods are conceptually much simpler than the ones introduced by the same authors based on rational interpolation of the secular equation.
Schlagworte
Toeplitz matrix
eigenvalue problem
DDC Class
510: Mathematik
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