Spectral properties of Kac-Murdock-Szegö matrices with a complex parameter

DOI10.1016/J.LAA.2018.05.004MaRDI QIDQ1642011zbMATH OpenOpenAlexFDO

Authors George Fikioris

Publication date 20 June 2018

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.08140

zbMATH Keywords

eigenvaluesToeplitz matrixeigenvectorsKac-Murdock-Szegö matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Toeplitz, Cauchy, and related matrices (15B05)

Abstract: When $0ltholt1$, the Kac-Murdock-Szeg"o matrix $K_n(ho)=left[h{o}^{lvertj-kvert}ight{]}_{j,k=1}^n$ is a Toeplitz correlation matrix with many applications and very well known spectral properties. We study the eigenvalues and eigenvectors of $K_n(ho)$ for the general case where $ho$ is complex, pointing out similarities and differences to the case $0ltholt1$. We then specialize our results to real $ho$ with $hogt1$, emphasizing the continuity of the eigenvalues as functions of $ho$. For $hogt1$, we develop simple approximate formulas for the eigenvalues and pinpoint all eigenvalues' locations. Our study starts from a certain polynomial whose zeros are connected to the eigenvalues by elementary formulas. We discuss relations of our results to earlier results of W. F. Trench.

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Cited in

(10)

• Zeros of Gaussian power series, Hardy spaces and determinantal point processes
• On a remarkable property of a matrix of Mark Kac
• Spectral distribution of generalized Kac-Murdock-Szegö matrices
• Unified Bayesian theory of sparse linear regression with nuisance parameters
• On Lieb-Thirring inequalities for one-dimensional non-self-adjoint Jacobi and Schrödinger operators
• Eigenvalue contour lines of Kac-Murdock-Szegő matrices with a complex parameter
• Eigenvalue bifurcations in Kac-Murdock-Szegő matrices with a complex parameter
• Double, borderline, and extraordinary eigenvalues of Kac-Murdock-Szegő matrices with a complex parameter
• Spectral study of \(\{ R, s + 1, k \}\)- and \(\{R, s + 1, k, \ast \}\)-potent matrices
• Properties of some generalizations of Kac-Murdock-Szegö matrices

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