Computation Of Minimum Eigenvalue Of Toeplitz Matrix By Levinson Algorithm
Yu Hen Hu, Sun‐Yuan Kung · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1982
This paper considers the computation of the minimum eigenvalue of a symmetric Toeplitz matrix via the Levinson algorithm. By exploiting the relationship between the minimum eigen-value and the residues obtained in the Levinson algorithm, a fast iterative procedure is established to successively estimate the minimum eigenvalue. Although the computational complexity analysis is yet inconclusive, we have found that the approximation of the minimum eigenvalue has an important application in high resolution spectrum estimation problems. Based on simulation results for such an application, some improvements are observed in both the computing speed as well as accuracy of estimates.