Computation of symmetric positive definite Toeplitz matrices by the hybrid steepest descent method

@article{Slavakis2003ComputationOS,
  title={Computation of symmetric positive definite Toeplitz matrices by the hybrid steepest descent method},
  author={Konstantinos Slavakis and Isao Yamada and Kohichi Sakaniwa},
  journal={Signal Processing},
  year={2003},
  volume={83},
  pages={1135-1140}
}
This paper studies the problem of $nding the nearest symmetric positive de$nite Toeplitz matrix to a given symmetric one. Additional design constraints, which are also formed as closed convex sets in the real Hilbert space of all symmetric matrices, are imposed on the desired matrix. An algorithmic solution to the problem given by the hybrid steepest descent method is established also in the case of inconsistent design constraints. ? 2003 Elsevier Science B.V. All rights reserved.