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Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix

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Abstract

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.

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1982-04

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Cornell University

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computer science; technical report

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http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR82-527

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technical report

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