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TW 511
Teresa Laudadio, Nicola Mastronardi, Marc Van Barel
Computing a lower bound of the smallest eigenvalue of a symmetric positive definit Toeplitz matrix
Abstract
In this paper several algorithms to compute a lower bound of the smallest eigenvalue of a symmetric positive definite Toeplitz matrix are described and compared in terms of accuracy and computational efficiency. Exploiting the Toeplitz structure of the considered matrix, new theoretical insights are derived and an efficient implementation of some of the aforementioned algorithms is provided.
report.pdf (278K) / mailto: M. Van Barel