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https://doi.org/10.15480/882.160

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. |
URI: | http://tubdok.tub.tuhh.de/handle/11420/162 | DOI: | 10.15480/882.160 | Institute: | Mathematik E-10 | Document Type: | Technical Report | License: | ![]() |
Part of Series: | Preprints des Institutes für Mathematik | Volume number: | 45 |
Appears in Collections: | Publications with fulltext |
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