Error detection for fast Toeplitz eigensolvers
T. Wallace, Fred J. Taylor · IEEE Transactions on Signal Processing · 1996
Several authors have proposed fast methods for Toeplitz eigendecomposition based on fast Yule-Walker solvers. The most efficient of these fast methods are numerically unstable. This work presents an efficient test to detect errors resulting from instability and ensure the accuracy of eigenvalues and eigenvectors computed using fast methods.