Index-> contents reference index search external Previous Next Home home-> resume publications pub_abstract white_paper packages software journals ssh_key fedora_package bikelist rock_climb picture mdot_bike_wish links pub_abstract-> newton_step tmb rkhs_bayes dismod_pde sskm l1_rks implicit_ad ckbs bayes_inverse mcmc_smooth semiblind neuron ConsumeO2 StochasticNonlinear SmoothVariance randompar markov sammii relative gps smoother prolate update nltrack network burg semi gamma match nsmooth error line_search prolate Headings-> Abstract

Calculating Thomson's spectral multitapers by inverse iteration

Abstract
The discrete prolate spheroidal sequences are eigenvectors of a Toeplitz matrix. The eigenvalues are in the open interval (0,1) and are distinct. Some of the corresponding eigenvalues are very close to one. These correspond to the windows that have the least leakage; i.e., the DPSS that we need to calculate. We take advantage of the following facts: the matrix is Toeplitz and the eigenvalues are close to one and distinct. This enables us to calculate the eigenvalues in a fast and accurate manner.  citation
Input File: prolate.omh