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A projection method for computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix
Citation Link: https://doi.org/10.15480/882.182
Publikationstyp
Working Paper
Date Issued
1996-03
Sprache
English
Author(s)
Mackens, Wolfgang
Voß, Heinrich
Institut
TORE-DOI
A projection method for computing the minimal eigenvalue of a symmetric and positive definite Toeplitz matrix is presented. It generalizes and accelerates the algorithm considered in [12]. Global and cubic convergence is proved. Randomly generated test problems up to dimension 1024 demonstrate the methods good global behaviour.
Subjects
Toeplitz matrix
eigenvalue problem
projection method
DDC Class
510: Mathematik
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