Name
Title | ||
|---|---|---|
Computing a Lower Bound of the Smallest Eigenvalue of a Symmetric Positive-Definite Toeplitz Matrix |
Abstract | ||
|---|---|---|
In this correspondence, 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. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1109/TIT.2008.928966 | IEEE Transactions on Information Theory |
Keywords | Field | DocType |
symmetric positive-definite toeplitz matrix,lower bound,smallest eigenvalue,considered matrix,efficient implementation,toeplitz structure,computational efficiency,new theoretical insight,aforementioned algorithm,qr factorization,signal processing,algorithm design and analysis,sun,matrix decomposition,eigenvalue,toeplitz matrix,symmetric matrices,symmetric positive definite matrix,cholesky factorization,eigenvalues,levinson durbin algorithm,factorization,estimation | Tridiagonal matrix,Discrete mathematics,Combinatorics,Matrix (mathematics),Matrix decomposition,Symmetric matrix,Toeplitz matrix,Divide-and-conquer eigenvalue algorithm,Eigenvalues and eigenvectors,Mathematics,Levinson recursion | Journal |
Volume | Issue | ISSN |
54 | 10 | 0018-9448 |
Citations | PageRank | References |
1 | 0.35 | 5 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| T. Laudadio | 1 | 7 | 3.36 |
| N. Mastronardi | 2 | 30 | 3.98 |
| M. Van Barel | 3 | 47 | 6.56 |