Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices
Mathematical Physics
2015-05-13 v5 math.MP
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, . They are parametrized by two constants, and . Their spectrum of eigenvalues has a simple asymptotic form in the limit as 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.
Cite
@article{arxiv.0901.3436,
title = {Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices},
author = {Hui Dai and Zachary Geary and Leo P. Kadanoff},
journal= {arXiv preprint arXiv:0901.3436},
year = {2015}
}
Comments
27 pages, 13 figures, 4 tables