Bounds on the extreme eigenvalues of real symmetric Toeplitz matrices

Authors
Citation
A. Melman, Bounds on the extreme eigenvalues of real symmetric Toeplitz matrices, SIAM J MATR, 21(2), 2000, pp. 362-378
Citations number
27
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
21
Issue
2
Year of publication
2000
Pages
362 - 378
Database
ISI
SICI code
0895-4798(20000203)21:2<362:BOTEEO>2.0.ZU;2-7
Abstract
We derive upper and lower bounds on the smallest and largest eigenvalues, r espectively, of real symmetric Toeplitz matrices. The bounds are first obta ined for positive-definite matrices and then extended to the general real s ymmetric case. They are computed as the roots of rational and polynomial ap proximations to spectral, or secular, equations for the symmetric and antis ymmetric parts of the spectrum; this leads to separate bounds on the even a nd odd eigenvalues. We also present numerical results.