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Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix by Newton-type Methods

โœ Scribed by Mackens, Wolfgang; Voss, Heinrich


Book ID
115464144
Publisher
Society for Industrial and Applied Mathematics
Year
1999
Tongue
English
Weight
112 KB
Volume
21
Category
Article
ISSN
1064-8275

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A projection method for computing the mi
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