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

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Publication:1979362




Abstract: A previous paper studied the so-called borderline curves of the Kac--Murdock--SzegH{o} matrix Kn(ho)=left[ho|jk|ight]j,k=1n, where hoinmathbbC. These are the level curves (contour lines) in the complex-ho plane on which Kn(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=hoc 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.





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