On the eigenvalue problem for Toeplitz band matrices (Q1060265)

This paper deals with the eigenvalue problem for the Toeplitz band matrix \(T_ n=(c_{i-j})\), \(i,j=0,1,...,n-1\), for which there exist r, s such that \(c_{\nu}=0\) if \(\nu <-s\) or \(\nu >r\). The number \(k=r+s<n\) is called the bandwidth. The author establishes the following relationships. Let \(P(z;\lambda)=\sum^{r}_{\mu =-s}c_{\mu}z^{\mu +s}-\lambda z^ s\) have roots \(z_ 1,...,z_ k\) for any fixed \(\lambda\). Let \(C_ n(z)=(1,z,...,z^{s-1},z^{n+s},z^{n+s+1},...,z^{n+k+1})^ T\) and \(C_ n^{(\ell)}(z)\) denote the \(\ell\)-th derivative of \(C_ n(z)\). Let \(A_ n=(C_ n(z_ 1)...C_ n(z_ k))\) if the \(z_ i\) are distinct and if \(z_ i\) is a repeated root, the corresponding columns of \(A_ n\) are replaced by the derivatives \(C^{(\ell)}(z_ i)\), \(\ell =0,1,...,m_ i-1\) where \(m_ i\) is the multiplicity of the root \(z_ i\). For what follows it is immaterial if the columns of \(A_ n\) are permuted. Theorem 1. Let \(\lambda,z_ 1,...,z_ q\) and \(A_ n\) be as above. Then \(\lambda\) is an eigenvalue of \(T_ n\) if and only if det \(A_ n=0\), in which case corresponding eigenvectors \(U=(u_ 0,u_ 1,...,u_{n-1})^ T\) are given by \(u_ i=\sum^{q}_{j=1}\sum^{m_ j-1}_{\nu =0}\alpha_{\nu_ j}(s+i)^{(r)}z_ j^{s+i+\nu},\) \(0\leq i\leq n-1\) where \(X=(\alpha_{01},...,\alpha_{m_ 1- 1},...,\alpha_{0q},...,\alpha_{m_ q-1,q})^ T\in \ker A_ n- \{0\},\) q is the number of distinct roots of \(P_ n(z;\lambda)\) and \(x^{(\nu)}=x(x-1)...(x-\nu +1).\) Theorem 2. Let \(p_ n(\lambda)=\det (\lambda I_ n-T_ n)\) be the characteristic polynomial of \(T_ n\) and let \(\lambda,z_ 1,...,z_ q,A_ n\) be as above. Then \(p_ n(\lambda)=(-1)^{(r-1)n} C^ n_ r \det A_ n/\det A_ 0.\) Moreover, there are at most k values of \(\lambda\) for which \(q<k.\) Theorem 3. Let \(d_ n(\lambda)=nullity\) of \(A_ n\). If \(\lambda\) is an eigenvalue of \(T_ n\), then \(d_ n(\lambda)\leq \min (r,s).\) Theorem 4. Suppose \(\lambda\) is an eigenvalue of \(T_ n\) and \(d_ n(\lambda)=m\geq 2.\) Then \(\lambda\) is also an eigenvalue of \(T_{n-1}\) and \(T_{n+1}\), \(d_{n-1}(\lambda)\geq m-1\) and \(d_{n+1}(\lambda)\geq m-1.\) The tridiagonal Toeplitz matrix is studied as a special case and familiar results for this case are re-established.