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Computing a Lower Bound of the Smallest Eigenvalue of a Symmetric Positive-Definite Toeplitz Matrix

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3 Author(s)
Laudadio, T. ; Ist. per le Applicazioni del Calcolo M. Picone, Bari ; Mastronardi, N. ; Van Barel, M.

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.

Published in:

Information Theory, IEEE Transactions on  (Volume:54 ,  Issue: 10 )

Date of Publication:

Oct. 2008

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