Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
dc.contributor.author | Cybenko, George | en_US |
dc.contributor.author | Van Loan, Charles | en_US |
dc.date.accessioned | 2007-04-23T16:46:03Z | |
dc.date.available | 2007-04-23T16:46:03Z | |
dc.date.issued | 1982-04 | en_US |
dc.description.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. | en_US |
dc.format.extent | 885329 bytes | |
dc.format.extent | 260862 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | application/postscript | |
dc.identifier.citation | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR82-527 | en_US |
dc.identifier.uri | https://hdl.handle.net/1813/6366 | |
dc.language.iso | en_US | en_US |
dc.publisher | Cornell University | en_US |
dc.subject | computer science | en_US |
dc.subject | technical report | en_US |
dc.title | Computing the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix | en_US |
dc.type | technical report | en_US |