On the approximation numbers of large Toeplitz matrices
Theory of matrix inversion and generalized inverses (15A09) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) (Semi-) Fredholm operators; index theories (47A53) Linear operator approximation theory (47A58) Eigenvalue problems for linear operators (47A75) Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Applications of operator theory in the physical sciences (47N50) Numerical computation of matrix norms, conditioning, scaling (65F35)
Summary: The \(k\)th approximation number \(s_k^{(p)}(A_n)\) of a complex \(n\times n\) matrix \(A_n\) is defined as the distance of \(A_n\) to the \(n\times n\) matrices of rank at most \(n-k\). The distance is measured in the matrix norm associated with the \(l^p\) norm \((1<p<\infty)\) on \(\mathbb{C}^n\). In the case \(p=2\), the approximation numbers coincide with the singular values. We establish several properties of \(s_k^{(p)}(A_n)\) provided \(A_n\) is the \(n\times n\) truncation of an infinite Toeplitz matrix \(A\) and \(n\) is large. As \(n\to\infty\), the behavior of \(s_k^{(p)}(A_n)\) depends heavily on the Fredholm properties (and, in particular, on the index) of \(A\) on \(l^p\). This paper is also an introduction to the topic. It contains a concise history of the problem and alternative proofs of the theorem by \textit{G. Heinig} and \textit{F. Hellinger} [Integral Equations Oper. Theory 19, No. 4, 419-446 (1994; Zbl 0817.47036)] as well as of the scalar-valued version of some recent results by S. Roch and B. Silbermann concerning block Toeplitz matrices on \(l^2\).
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