Extreme eigenvalues of real symmetric Toeplitz matrices
نویسندگان
چکیده
منابع مشابه
Extreme eigenvalues of real symmetric Toeplitz matrices
We exploit the even and odd spectrum of real symmetric Toeplitz matrices for the computation of their extreme eigenvalues, which are obtained as the solutions of spectral, or secular, equations. We also present a concise convergence analysis for a method to solve these spectral equations, along with an efficient stopping rule, an error analysis, and extensive numerical results.
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Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that the limiting spectral measure (the density of normalized eigenvalues) converges weakly and almost surely, independent of p, to a distribution which is almos...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2000
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-00-01258-8