Numerical Solution of the Eigenvalue Problem for Hermitian Toeplitz Matrices
F. William Trench · SIAM Journal on Matrix Analysis and Applications · 1989
An iterative procedure is proposed for computing the eigenvalues and eigenvectors of Hermitian Toeplitz matrices. The computational cost per eigenvalue-eigenvector for a matrix of order n is $O(n^2 )$ in serial mode. Results of numerical experiments on Kac–Murdock–Szegö matrices and randomly generated real symmetric Toeplitz matrices of orders 100, 150, 300, 500, and 1,000 are included.