A Projection Method for Computing the Minimum Eigenvalue of a Symmetric Positive De nite Toeplitz Matrix

نویسنده

  • Wolfgang Mackens
چکیده

A projection method for computing the minimal eigenvalue of a symmetric and positive deenite Toeplitz matrix is presented. It generalizes and accelerates the algorithm considered in 12]. Global and cubic convergence is proved. Randomly generated test problems up to dimension 1024 demonstrate the methods good global behaviour.

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تاریخ انتشار 2007