A symmetry exploiting Lanczos method for symmetric Toeplitz matrices |
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Authors: | Heinrich Voss |
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Affiliation: | (1) Section of Mathematics, Technical University Hamburg-Harburg, D-21071 Hamburg, Germany |
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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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Keywords: | Toeplitz matrix eigenvalue problem Lanczos method symmetry |
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