Abstract:
In this correspondence, a recursive algorithm for finding eigenvalues of a real symmetric Toeplitz matrix from the eigenvalues of nested Toeplitz submatrices is presented...Show MoreMetadata
Abstract:
In this correspondence, a recursive algorithm for finding eigenvalues of a real symmetric Toeplitz matrix from the eigenvalues of nested Toeplitz submatrices is presented. Given the eigenvalues of two nested Toeplitz submatrices, the eigenvalues of the next larger Toeplitz matrix can be found simply by solving a Vandermonde set of equations and rooting two polynomials.
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing ( Volume: 35, Issue: 6, June 1987)