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Title: A Method of Order 1+SQRT(3) for Computing the Smallest Eigenvalue of a Symmetric Toeplitz Matrix
Language: English
Authors: Kostić, Aleksandra 
Voß, Heinrich 
Keywords: eigenvalue problem; Toeplitz matrix; secular equation
Issue Date: Mar-2002
Abstract (english): 
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.
DOI: 10.15480/882.160
Institute: Mathematik E-10 
Document Type: Technical Report
License: In Copyright In Copyright
Part of Series: Preprints des Institutes für Mathematik 
Volume number: 45
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