Influence of matrix operations on the distribution of eigenvalues and singular values of Toeplitz matrices (Q1334919)

For \(2 \pi\)-periodic complex valued functions \(f_ \alpha\) and \(g_ \beta\) consider the function \(f = \Pi f_ \alpha/ \Pi g_ \beta\). If \(f\) is continuous or in \(L_ \infty\), \(f\) can be used to generate Toeplitz matrices and circulants of arbitrary size from its Fourier coefficients. This paper studies the eigenvalue and singular value distributions of the finite product of the Toeplitz matrices for \(f_ \alpha\) and the inverse of the Toeplitz matrix for \(g_ \beta\) in arbitrary order. It is shown that the singular values of this product are distributed as \(| f |\) with \(f = \Pi f_ \alpha/ \Pi g_ \beta\), while the eigenvalues of the Hermitian and imaginary parts of the product matrix are distributed as \(\text{Re} f(x)\) and \(\text{Im} f(x)\), respectively, as \(n \to \infty\). These results are extended to multilevel matrices and applied to preconditioners for the Toeplitz or Cesaro circulant eigenvalue problem.