The structured distance to normality of banded Toeplitz matrices (Q1035791): Difference between revisions

A Toeplitz matrix \(T_{(k)}\in\mathbb{C}^{n\times n}\) with \(k\leq n/2\) whose first row and first column are equal to \([\delta,\tau_{1},\dots,\tau _{k},0,\dots,0]\) and \([\delta,\sigma_{1},\dots,\sigma_{k},0,\dots,0]^{T}\), respectively, is called \((2k+1)\)-banded and is denoted by \((n;k;\sigma ,\delta,\tau)\). It is known that \(T_{(k)}\) is normal if and only if for some real \(\theta\) we have \(\sigma_{h}=\bar{\tau}_{h}e^{i\theta}\) for each \(h\). The authors investigate various properties of banded normal Toeplitz matrices. The main result is: if \(T_{(k)}=(n;k;\sigma,\delta,\tau)\) is any \((2k+1)\)-banded Toeplitz matrix then the \textit{normal} \((2k+1)\)-banded Toeplitz matrix which is closest to \(T_{(k)}\) in the Frobenius norm is \(T_{(k)}^{\ast} =(n;k;\sigma^{\ast},\delta,\tau^{\ast})\) where \(\sigma^{\ast}:=\frac{1} {2}(\sigma+\bar{\tau}e^{i\theta^{\ast}})\), \(\tau^{\ast}:=\frac{1}{2}(\tau +\bar{\sigma}e^{i\theta^{\ast}})\) and \(\theta^{\ast}:=\arg\left( \sum _{h=1}^{k}(n-h)\sigma_{h}\tau_{h}\right) \). It is pointed out, however, that there may be normal matrices which are not \((2k+1)\)-banded Toeplitz but which are closer to \(T_{(k)}\).