Green's matrices

DOI10.1016/J.LAA.2009.07.038MaRDI QIDQ1044600zbMATH OpenOpenAlexFDO

Authors V. Olshevsky, Gilbert Strang, P. Zhlobich

Publication date 18 December 2009

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2009.07.038

The authors exhibit matrices \(A\) that share essential properties of the unitary Hessenberg matrices \(M\) that are fundamental for Szegö's orthogonal polynomials on the unit circle. (Throughout the paper, matrices referred to as ``unitary Hessenberg are almost unitary, differing from unitary in the length of the last column.) The following topics are covered: (i) There are recurrence relations which connect characteristic polynomials \(\{r_k(x)\}\) of principal minors of \(A\). (ii) \(A\) is determined by generators, i.e. parameters generalizing reflection coefficients of unitary Hessenberg theory. (iii) The polynomials \(\{r_k(x)\}\) correspond not only to \(A\) but also to a certain ``CMV-like five-diagonal matrix. The term ``CMV honours work of \textit{M. J. Cantero, L. Moral}, and \textit{L. Velasquez} [J. Approximation Theory 139, No.~1--2, 430--468 (2006; Zbl 1088.42013)]. (iv) The five-diagonal matrix factors into a product \(BC\) of block diagonal matrices with \(2 \times 2\) blocks. (v) Submatrices above and below the main diagonal of \(A\) have rank 1. (vi) \(A\) is a multiplication operator in the appropriate basis of Laurent polynomials. (vii) Eigenvectors of \(A\) can be expressed in terms of those polynomials. Condition (v) connects to the study of quasi-separable matrices. But the factorization requirement (iv) narrows it to the subclass of ``Green's matrices that share Properties (i)-(vii). The key tool is ``twist transformations that provide \(2^n\) matrices all sharing characteristic polynomials of principal minors with \(A\). One such twist transformation connects unitary Hessenberg matrices to CMV-like matrices. Another twist transformation explains findings of \textit{M. Fiedler} [Linear Algebra Appl. 372, 325--331 (2003; Zbl 1031.15014)] about companion matrices. An example of a Daubechies wavelet matrix is described. Throughout the text, results about infinite matrices are also included.

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