Inverse problems for Hankel and Toeplitz matrices

DOI10.1016/0024-3795(92)90225-YMaRDI QIDQ1184468zbMATH OpenFDO

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1016/0024-3795(92)90225-Y

Hankel matrix Hermitian Toeplitz equations inverse spectral problems solution formula solvability criteria Toeplitz matrix

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57)

Review text

For \(u\in C^{n+1}\), \(g\in C^{m+1}\) any \((m+1)\times(n+1)\) Hankel matrix \(H\) satisfying \(Hu=g\) is of the form \(H=H_{mn}((g(\lambda^{- 1})\lambda^{-1}+p(\lambda))/u(\lambda))\) with \(p(\lambda)\) any polynomial of degree less than \(n\), and \(H_{mn}(f)=[s_{i+j}]^{mn}_{00}\), \(f(\lambda)=\sum s_ k\lambda^{-k-1}\), the Laurent expansion of \(f\) at infinity. For pairs of equations \(H_{\ell n}u=g\), \(H_{km}v=h\) with given vectors and Hankel matrices to be determined, one obtains solvability criteria, a uniqueness criterion and a solution formula. Special cases, in particular inverse spectral problems (i.e., \(u\) and \(v\) eigenvectors corresponding to given eigenvalues) and the inverse problem for homogeneous equations, are discussed. The paper continues with the inverse problem for a single Toeplitz equation, presenting an approach that seems better fitted to the Toeplitz structure than the obvious transformation into a Hankel problem, and including the Hermitian case. Finally, solvability and uniqueness criteria and a solution formula for pairs of Toeplitz equations and Hermitian Toeplitz equations are given.

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