Titel: Bounds for the minimum eigenvalue of a symmetric Toeplitz matrix
Sprache: Englisch
Autor/Autorin: Voß, Heinrich
Schlagwörter: Toeplitz matrix;eigenvalue problem;symmetry
Erscheinungsdatum: 1998
Zusammenfassung (englisch): In a recent paper Melman [12] derived upper bounds for the smallest eigenvalue of a real symmetric Toeplitz matrix in terms of the smallest roots of rational and polynomial approximations of the secular equation $f(lambda)=0$, the best of which being constructed by the $(1,2)$-Pad{accent19 e} approximation of $f$. In this paper we prove that this bound is the smallest eigenvalue of the projection of the given eigenvalue problem onto a Krylov space of $T_n^{-1}$ of dimension 3. This interpretation of the bound suggests enhanced bounds of increasing accuracy. They can be substantially improved further by exploiting symmetry properties of the principal eigenvector of $T_n$.
URI: http://tubdok.tub.tuhh.de/handle/11420/177
URN: urn:nbn:de:gbv:830-opus-2395
DOI: 10.15480/882.175
Institut: Mathematik E-10
Mathematics E-10
Dokumenttyp: ResearchPaper
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