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

✍ Scribed by Wolfgang Mackens; Heinrich Voss

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 773 KB
Volume: 275-276
Category: Article
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(97)10028-3

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✦ Synopsis

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. Randomly generated test problems up to dimension 1024 demonstrate the methods good global behaviour.

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