Computation of minimum eigenvalue of toeplitz matrix by levinson algorithm

Yu Hen Hu, Sun-Yuan Kung

Research output: Contribution to journalArticle

6 Scopus citations

Abstract

This paper considers the computation of the minimum eigenvalue of a symmetric Toeplitz matrix via the Levinson algorithm. By exploiting the relationship between the minimum eigen-value and the residues obtained in the Levinson algorithm, a fast iterative procedure is established to successively estimate the minimum eigenvalue. Although the computational complexity analysis is yet inconclusive, we have found that the approximation of the minimum eigenvalue has an important application in high resolution spectrum estimation problems. Based on simulation results for such an application, some improvements are observed in both the computing speed as well as accuracy of estimates.

Original languageEnglish (US)
Pages (from-to)40-47
Number of pages8
JournalProceedings of SPIE - The International Society for Optical Engineering
Volume298
DOIs
StatePublished - Jul 30 1982
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics
  • Computer Science Applications
  • Applied Mathematics
  • Electrical and Electronic Engineering

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