Abstract
Several methods for computing the smallest eigenvalues of a symmetric and positive definite Toeplitz matrix T have been studied in the literature. Most of them share the disadvantage that they do not reflect symmetry properties of the corresponding eigenvector. In this note we present a Lanczos method which approximates simultaneously the odd and the even spectrum of T at the same cost as the classical Lanczos approach.
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Voss, H. A symmetry exploiting Lanczos method for symmetric Toeplitz matrices. Numerical Algorithms 25, 377–385 (2000). https://doi.org/10.1023/A:1016665225002
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DOI: https://doi.org/10.1023/A:1016665225002