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Computation of the Newton step for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix
Authors:A Melman
Institution:Department of Applied Mathematics, School of Engineering, Santa Clara University, Santa Clara, California 95053
Abstract:We compute the Newton step for the characteristic polynomial and for the even and odd characteristic polynomials of a symmetric positive definite Toeplitz matrix as the reciprocal of the trace of an appropriate matrix. We show that, after the Yule-Walker equations are solved, this trace can be computed in $ {\mathcal O}(n)$ additional arithmetic operations, which is in contrast to existing methods, which rely on a recursion, requiring $ {\mathcal O}(n^2)$ additional arithmetic operations.

Keywords:Toeplitz matrix  even  odd  eigenvalue  characteristic polynomial  Newton's method
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