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scientific article; zbMATH DE number 1092922
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    scientific article; zbMATH DE number 1092922

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      21 July 1998
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      spectrum
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      Hermitian Toeplitz matrices
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      preconditioned Toeplitz matrix
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      asymptotic condition numbers
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      A matrix (of finite or denumerable order) is a Toeplitz matrix provided that the \((i,j)\) entry depend only on the difference \(i-j\). Given a periodic Lebesgue integrable function \(f\) defined on the base interval \(I= [-\pi,\pi]\), a Toeplitz matrix can be defined by putting as its entry along its \(k\)-th diagonal the Fourier coefficient \(a_k={1\over 2\pi}\int^\pi_{-\pi}f(x)e^{-ikx} dx\), \(i^2=-1\). There is a vast literature on the theory and application of Toeplitz matrices, especially relative to the spectra of Hermitian Toeplitz matrices. The author begins his very interesting paper with a rapid survey of the many areas of application of Toeplitz matrices, followed by a review of the latest general results on their spectra in the spirit of the fundamental work of G. Szegö. He then introduces the concept of preconditioned Toeplitz matrix and gives a rather detailed analysis of spectral properties of such matrices. These newer results, mostly with proofs, are derived from extensive recent work of the author and are shown to have great potential for application to the design of fast resolution methods for Toeplitz-related systems and to the problem of evaluating the asymptotic condition numbers of such operators.
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