Singular values of Cauchy-Toeplitz matrices (Q1183150)
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English | Singular values of Cauchy-Toeplitz matrices |
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Singular values of Cauchy-Toeplitz matrices (English)
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28 June 1992
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This paper is concerned with the behaviour of the singular values \(\rho_{1n}(g)\geq\cdots\geq\rho_{nn}(g)\) of \(n\times n\) matrices \(A_ n(g)=[1/(i-j+g)]\) as \(n\to\infty\), where \(g\) is a real noninteger, in extension of earlier work on \(g={1\over 2}\) presently in press and related to experimental and theoretical work by C. Moler and by \textit{S. V. Parter} [ibid. 80, 115-130 (1986; Zbl 0601.15006)]. It is shown that for any \(g\) one has \(\rho_{jn}(g)\leq\pi/|\sin \pi g|\) and \(\lim{1\over n}(\rho^ 2_{1n}(g)+\cdots+\rho^ 2_{nn}(g))=(\pi/\sin\pi g)^ 2\); and if \(| g|\geq{1\over 2}\), then \(\lim\rho_{nn}(g)=0\). Furthermore, it is shown that the only \(o(n)\) singular values are those that lie outside an \(\varepsilon\)- neighborhood of the cluster point \(\pi/|\sin\pi g|\); and if \(| g|\leq{1\over 2}\), then \(o(n)=0(\ln^ 2n)\).
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Cauchy matrix
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Toeplity matrix
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spectral norm
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Frobenius norm
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singular values
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