Numerical Solution of the Eigenvalue Problem for Hermitian Toeplitz Matrices
- 1 April 1989
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 10 (2) , 135-146
- https://doi.org/10.1137/0610010
Abstract
An iterative procedure is proposed for computing the eigenvalues and eigenvectors of Hermitian Toeplitz matrices. The computational cost per eigenvalue-eigenvector for a matrix of order n is $O(n^2 )$ in serial mode. Results of numerical experiments on Kac–Murdock–Szegö matrices and randomly generated real symmetric Toeplitz matrices of orders 100, 150, 300, 500, and 1,000 are included.
Keywords
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