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A derivation of the Levinson algorithm for solving linear systems with symmetric positive definite Toeplitz matrix

โœ Scribed by R. De Meersman

Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
166 KB
Volume
2
Category
Article
ISSN
0377-0427

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A projection method for computing the mi
A projection method for computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix
โœ Wolfgang Mackens; Heinrich Voss ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 773 KB

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] (W. Mackens, H. Voss, SIAM J. Matrix Anal. Appl. 18 (1997) Q-534). Global and cubic convergence is proved. Rand