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Application of alternating convex projection methods for computation of positive Toeplitz matrices

✍ Scribed by Grigoriadis, K.M.; Frazho, A.E.; Skelton, R.E.

Book ID
119789858
Publisher
IEEE
Year
1994
Tongue
English
Weight
346 KB
Volume
42
Category
Article
ISSN
1053-587X

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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