Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix
نویسنده
چکیده
We compute the Newton step for the characteristic polynomial and for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix as the reciprocal of the trace of an appropriate matrix. We show that, after the Yule–Walker equations are solved, this trace can be computed in O(n) additional arithmetic operations, which is in contrast to existing methods, which rely on a recursion, requiring O(n2) additional arithmetic operations.
منابع مشابه
A hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix
In this paper we suggest a hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix which takes advantage of two types of methods, Newton’s method for the characteristic polynomial and projection methods based on rational interpolation of the secular equation.
متن کاملAn adaptation of the Newton iteration method to solve symmetric positive definite Toeplitz systems
The classical Newton iteration method for matrices can be modified into an efficient algorithm when structured matrices are involved. The difficulty, however, is the importance of the choice of the starting matrix. In this paper, we propose a new initial iteration step which makes the choice of the starting matrix less critical. The validity of the approach is illustrated by numerical experiments.
متن کاملA Free Line Search Steepest Descent Method for Solving Unconstrained Optimization Problems
In this paper, we solve unconstrained optimization problem using a free line search steepest descent method. First, we propose a double parameter scaled quasi Newton formula for calculating an approximation of the Hessian matrix. The approximation obtained from this formula is a positive definite matrix that is satisfied in the standard secant relation. We also show that the largest eigen value...
متن کاملSQP algorithms for solving Toeplitz matrix approximation problem
The problem we are interested in is the best approximation of a given matrix by a positive semi–definite symmetric Toeplitz matrix. Toeplitz matrices appear naturally in a variety of problems in engineering. Since positive semi–definite Toeplitz matrices can be viewed as shift invariant autocorrelation matrices, considerable attention has been paid to them, especially in the areas of stochastic...
متن کاملA Schur–based algorithm for computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix
Recent progress in signal processing and estimation has generated considerable interest in the problem of computing the smallest eigenvalue of symmetric positive definite Toeplitz matrices. Several algorithms have been proposed in the literature. Many of them compute the smallest eigenvalue in an iterative fashion, relying on the Levinson–Durbin solution of sequences of Yule–Walker systems. Exp...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Math. Comput.
دوره 75 شماره
صفحات -
تاریخ انتشار 2006