A Reduction of the Eigenproblem for Hermitian Toeplitz Matrices.
Abstract
Call the problem of finding the eigenvalues and a complete set of linearly independent eigenvectors of an n-th order Hermitian Toeplitz matrix, R, the eigenproblem. In the report, exploring the structure of the eigenspace of a typical eigenvalue of R, the author derives a method to solve the eigenproblem for R by solving the eigenproblem for an n-th order real symmetric matrix by either Jacobi's method or the Givens-Householder method and inverse iteration. If R is real symmetric, then its eigenproblem reduces to the eigenproblems for two smaller real symmetric matrices. This simplification of the eigenproblem economizes on the use of main computer memory. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 24, 1973
- Accession Number
- AD0761978
Entities
People
- Marvin J. Goldstein
Organizations
- Naval Undersea Warfare Center