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

A previous paper studied the so-called borderline curves of the Kac--Murdock--Szeg\H{o} matrix $K_{n}(\rho)=\left[\rho^{|j-k|}\right]_{j,k=1}^{n}$, where $\rho\in\mathbb{C}$. These are the level curves (contour lines) in the complex-$\rho$ plane on which $K_n(\rho)$ 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 $\rho=\rho_c$ at which multiple (double) eigenvalues occur. The present paper determines corresponding curves pertaining to eigenvalues of magnitude $N\ne n$. 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.