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Numerical solution of the eigenvalue problem for Hermitian Toeplitz-like matrices

Ng, Michael K; Trench, William F

Description

An iterative method based on displacement structure is proposed for computing eigenvalues and eigenvectors of a class of Hermitian Toeplitz-like matrices which includes matrices of the form T*T where T is arbitrary Toeplitz matrix, Toeplitz-block matrices and block-Toeplitz matrices. The method obtains a specific individual eigenvalue (i.e., the i-th smallest, where i is a specified integer in [1, 2,...,n]) of an n x n matrix at a computational cost of O(n2) operations. An associated...[Show more]

CollectionsANU Research Publications
Date published: 1997
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/40750
http://digitalcollections.anu.edu.au/handle/1885/40750

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