Eigenvalue contour lines of Kac-Murdock-Szegő matrices with a complex parameter

DOI10.1016/J.LAA.2021.07.016MaRDI QIDQ1979362zbMATH OpenOpenAlexFDO

Authors George Fikioris, Christos Papapanos

Publication date 2 September 2021

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

Full work available at URL https://arxiv.org/abs/2104.11527

zbMATH Keywords

contour linescurve winding numberseigenvaluesKac-Murdock-Szegő matrixlevel curvesToeplitz matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz, Cauchy, and related matrices (15B05) Degree, winding number (55M25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: A previous paper studied the so-called borderline curves of the Kac--Murdock--SzegH{o} matrix $K_n(ho)=left[h{o}^{|j-k|}ight{]}_{j,k=1}^n$, where $hoinmathbbC$. These are the level curves (contour lines) in the complex-$ho$ plane on which $K_n(ho)$ has a type-1 or type-2 eigenvalue of magnitude $n$, where $n$ is the matrix dimension. Those curves have cusps at all critical points $ho=h{o}_c$ at which multiple (double) eigenvalues occur. The present paper determines corresponding curves pertaining to eigenvalues of magnitude $Nen$. We find that these curves no longer present cusps; and that, when $N<n$, the cusps have in a sense transformed into loops. We discuss the meaning of the winding numbers of our curves. Finally, we point out possible extensions to more general matrices.

Review text

This paper deals with the eigenvalues of the Toeplitz matrix \[K_n(\rho) =[\rho^{|j-k|}]_{j,k=1}^n=\left[\begin{array}{ccccc}1& \rho &\rho^2&\ldots &\rho^{n-1}\\ \rho &1 &\rho&\ldots &\rho^{n-2}\\ \rho^2& \rho& 1&\ldots &\rho^{n-3}\\ \vdots &\vdots &\vdots &\ddots &\vdots \\ \rho^{n-1}& \rho^{n-2} &\rho^{n-3}&\ldots &1\end{array}\right]\] with \(n\geq 3\) and \(\rho\in\mathbb{C}\). The main result is Theorem 4.1, that is proved using some specific properties of Chebyshev polynomials. Numerical results and illustrative examples support the theoretical findings.

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Cited in

(4)

• Spectral properties of Kac-Murdock-Szegö 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
• Zero-dilation indices and numerical ranges

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