DocumentCode
1027707
Title
Bounds on the extreme eigenvalues of positive-definite Toeplitz matrices
Author
Dembo, A.
Author_Institution
Dept. of Electr. Eng., Technion, Israel Inst. of Technol., Haifa, Israel
Volume
34
Issue
2
fYear
1988
fDate
3/1/1988 12:00:00 AM
Firstpage
352
Lastpage
355
Abstract
Easily computable bounds on the extreme eigenvalues of positive semidefinite (PSD) Toeplitz matrices are presented. The bounds are especially suitable for matrices of relatively small dimension. The bounds are derived for the wider class of PSD Hermitian matrices and interpreted via the Levinson-Durbin Algorithm for Toeplitz matrices. As a by-product of this derivation an order-recursive algorithm for the eigenvector/eigenvalue decomposition is obtained, and certain properties of the eigenvalues distribution are revealed
Keywords
eigenvalues and eigenfunctions; matrix algebra; Hermitian matrices; Levinson-Durbin Algorithm; bounds; eigenvector/eigenvalue decomposition; extreme eigenvalues; order-recursive algorithm; positive-definite Toeplitz matrices; Amplitude modulation; Artificial intelligence; Eigenvalues and eigenfunctions; Linear discriminant analysis; Matrix decomposition; Sequential analysis; Symmetric matrices; Upper bound;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.2651
Filename
2651
Link To Document