The code in this zip file is based on algorithm 2.3 in the paper by M. Ng and W. Trench, “Numerical solution of the eigenvalue problem for Hermitian Toeplitz matrices”, SIAM Journal on Matrix Analysis and Applications, vol. 10, 08 1997
It includes two mex files, inercia_toep_mex.c and inercia_toep_mex2.c. These two files must be compiled requiring an appropriate C compiler.
Once done, you can examine and run the example file example_toep_block3x3.m.
[1] Ng, Michael & Trench, William. (1997). Numerical Solution of the Eigenvalue Problem for Hermitian Toeplitz Matrices. SIAM Journal on Matrix Analysis and Applications. Vol. 10. DOI: 10.1137/0610010
[2] Ferrer Contreras, Miguel; García Mollá, Víctor Manuel; Vidal Maciá, Antonio Manuel; de Diego Antón, María ; Gonzalez, Alberto. Assessment of stability of distributed FxLMS active noise control systems. Signal Processing (ISSN 0165-1684). Elsevier. Vol. 210, pp: 1-13, 2023. DOI: 10.1016/j.sigpro.2023.109087