Spectral properties of finite Toeplitz matrices
The paper contains an investigation of certain spectral properties of finite Hermitian Toeplitz matrices. Some classical results relative to a constant Toeplitz matrix C are first extended to the polynomial matrix λI-C. Next, Carathéodory's representation based on the smallest eigenvalue of C i...
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Format: | Buchkapitel |
Sprache: | eng |
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Zusammenfassung: | The paper contains an investigation of certain spectral properties of finite Hermitian Toeplitz matrices. Some classical results relative to a constant Toeplitz matrix C are first extended to the polynomial matrix λI-C. Next, Carathéodory's representation based on the smallest eigenvalue of C is generalized to the case of an arbitrary eigenvalue. The splitting of each eigenspace of a real symmetric Toeplitz matrix C into its reciprocal and antireciprocal subspaces is then characterized. New identities are derived relating the characteristic determinants of the reciprocal and antireciprocal components of the Toeplitz submatrices of C. A special attention is brought to the inverse eigenvalue problem for Toeplitz matrices and some examples are given. |
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ISSN: | 0170-8643 1610-7411 |
DOI: | 10.1007/BFb0031053 |