A limit result concerning the \(QR\) factorization of banded Toeplitz matrices (Q2484225)

The paper deals with the \(QR\) factorization of a banded Toeplitz matrix of large order and relatively small bandwidth. The author analyzes the asymptotic behavior of the main diagonal entries of the \(R\) factor when the matrix dimension goes to infinity. Let \(f(z)=\sum_{k=-m}^n a_kz^k\) be the Laurent polynomial and \(T(f)=(a_{j-k})_{j,k=1}^{\infty}\) and \(T_N(f)=(a_{j-k})_{j,k=1}^{N}\) the infinite and \(N \times N\) Toeplitz matrices, respectively. A \(QR\) factorization of \(T_N(f)\) is a representation \(T_N(f)=Q_NR_N\), where \(Q_N\) is unitary and \(R_N\) is upper triangular with nonnegative diagonal entries \(r_{jj}^N\), \(j=1,2,\dots,N\). In the two main results of the paper, the author obtains the limit of \(r_{jj}^N\) as \(j \to \infty\) and \(j \leq N-n\), and this limit for \(j > N-n\).