A projection method for computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix

Mackens, WolfgangWolfgangMackensVoß, HeinrichHeinrichVoß2006-03-022006-03-021996-03http://tubdok.tub.tuhh.de/handle/11420/184A 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.enhttp://rightsstatements.org/vocab/InC/1.0/Toeplitz matrixeigenvalue problemprojection methodMathematikA projection method for computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrixWorking Paper2006-03-02urn:nbn:de:gbv:830-opus-246310.15480/882.182Toeplitz-MatrixEigenwertproblemProjektionsverfahrenEigenvalues, eigenvectors11420/18410.15480/882.182930767904Working Paper