Inside the eigenvalues of certain Hermitian Toeplitz band matrices (Q847176)
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English | Inside the eigenvalues of certain Hermitian Toeplitz band matrices |
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Inside the eigenvalues of certain Hermitian Toeplitz band matrices (English)
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12 February 2010
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The authors explore the behavior of the \(j\)th eigenvalue of an \(n\)-by-\(n\) banded Hermitian Toeplitz matrix as \(n\) tends to infinity and provide asymptotic formulas that are uniform in \(j\) for \(1\leq j\leq n\). The conditions are quite strong. It is assumed that the real-valued function generating the Toeplitz matrix is increasing strictly from its minimum to its maximum, and then to decrease strictly back from the maximum to the minimum, having nonzero second derivatives at the minimum and the maximum. The results, which are of interest in numerical analysis, probability theory, or statistical physics, for example, are illustrated and underpinned by several numerical examples.
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Hermitian Toeplitz matrix
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eigenvalue
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bandmatrix
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asymptotic expansion
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numerical examples
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