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A Projective Method for Rescaling a Diagonally Stable Matrix to be Positive Definite

✍ Scribed by Hu, H.

Book ID
118212597
Publisher
Society for Industrial and Applied Mathematics
Year
1992
Tongue
English
Weight
866 KB
Volume
13
Category
Article
ISSN
0895-4798

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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
✍ Wolfgang Mackens; Heinrich Voss πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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