The prolate matrix (Q1260977)

Let \(A_ n\) (called a prolate matrix by the author) denote the \(n\times n\) matrix in the ``north west'' corner of the infinite symmetric Toeplitz matrix \[ A_ \infty=\left(\begin{matrix} a_ 0 & a_ 1 & \ldots \\ a_ 1 & a_ 0 & \ldots \\ \vdots & \vdots & \vdots \end{matrix} \right), \] where \(a_ 0=2w\), \(a_ k=(\sin 2\pi wk)/\pi k\); \(k=1,2,\ldots\) and \(0<w<1/2\). In this article the author describes some properties of \(A_ n\). For example: (a) it is shown that the eigenvalues of \(A_ n\) cluster near 0 and 1; (b) some applications to linear systems are given; (c) an accurate computation of the eigenvectors or invariant subspaces of \(A_ n\), and the relationship of \(A_ n\) with a commuting tridiagonal matrix are discussed.