@TechReport{ it:2017-015, author = {Sven-Erik Ekstr{\"o}m and Carlo Garoni}, title = {An Interpolation-Extrapolation Algorithm for Computing the Eigenvalues of Preconditioned Banded Symmetric Toeplitz Matrices}, institution = {Department of Information Technology, Uppsala University}, department = {Division of Scientific Computing}, year = {2017}, number = {2017-015}, month = aug, abstract = {In the past few years, Bogoya, B{\"o}ttcher, Grudsky, and Maximenko obtained for the eigenvalues of a Toeplitz matrix $T_n(f)$, under suitable assumptions on the generating function $f$, the precise asymptotic expansion as the matrix size $n$ goes to infinity. On the basis of several numerical experiments, it was conjectured by Serra-Capizzano that a completely analogous expansion also holds for the eigenvalues of the preconditioned Toeplitz matrix $T_n(u)^{-1}T_n(v)$, provided $f=v/u$ is monotone and further conditions on $u$ and $v$ are satisfied. Based on this expansion, we here propose and analyze an interpolation--extrapolation algorithm for computing the eigenvalues of $T_n(u)^{-1}T_n(v)$. We illustrate the performance of the algorithm through numerical experiments and we also present its generalization to the case where $f=v/u$ is non-monotone.} }