Eigenvalues and equivalent transformation of a trigonometric matrix associated with filter design (Q454836)

For an \(N \times N\) trigonometric matrix \(P(\omega )\) having the generic entry \(P(\omega )(i,j) = \frac{1}{2}(i + j - 2)\cos (i - j)\omega \), in this paper it is mainly proved that: (1) For \(N \geqslant 4\): (i) \(P(\omega )\) has one positive and one negative eigenvalue when \(\omega /\pi \) is an integer; (ii) \(P(\omega )\) has two positive and two negative eigenvalues when is not an integer. (2) For \(\omega /\pi \) not being an integer and a sufficiently large \(N\), the two positive respectively negative eigenvalues converge to \({N^2}(1 \pm 2/\sqrt 3 )/8\). (3) An equivalent transformation diagonalizing \(P(\omega )\) is describable.