论文信息 - Computing thr minimum eigenvalue of a symmetric positive definite Toeplitz matrix

Computing thr minimum eigenvalue of a symmetric positive definite Toeplitz matrix

A method for computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix is given. It relies solely upon the Levinson–Durbin algorithm. The procedure involves a combination of bisection and Newton's method. Good starting values are also shown to be obtainable from the Levinson–Durbin algorithm.

George Cybenko | Charles Van Loan | G. Cybenko | C. Loan

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