Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

DOI10.1088/1742-5468/2009/05/P05012MaRDI QIDQ3301058zbMATH OpenOpenAlexFDO

Authors Hui Dai, Zachary Geary, Leo P. Kadanoff

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0901.3436

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz, Cauchy, and related matrices (15B05) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Applications of operator theory in the physical sciences (47N50)

Abstract: A Toeplitz matrix is one in which the matrix elements are constant along diagonals. The Fisher-Hartwig matrices are much-studied singular matrices in the Toeplitz family. The matrices are defined for all orders, $N$. They are parametrized by two constants, $alpha$ and $$. Their spectrum of eigenvalues has a simple asymptotic form in the limit as $N$ goes to infinity. Here we study the structure of their eigenvalues and eigenvectors in this limiting case. We specialize to the case $$, where the behavior is particularly simple.

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Cited in

(31)

• Eigenvalues and pseudo-eigenvalues of Toeplitz matrices
• Band Toeplitz preconditioners for non-symmetric real Toeplitz systems by preconditioned GMRES method
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