A projection method for computing the minimum eigenvalue of a symmetric positive definite Toeplitz matrix Original Research Article

A projection method for computing the minimal eigenvalue of a symmetric and positive definite Toeplitz matrix is presented. It generalizes and accelerates the algorithm considered in [12] (W. Mackens, H. Voss, SIAM J. Matrix Anal. Appl. 18 (1997) 521–534). Global and cubic convergence is proved. Randomly generated test problems up to dimension 1024 demonstrate the methods good global behaviour.