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On the eigenvalues of Toeplitz matrices with two off-diagonals

Numerical Analysis 2023-05-25 v1 Numerical Analysis

Abstract

Consider the Toeplitz matrix Tn(f)T_n(f) generated by the symbol f(θ)=f^reirθ+f^0+f^seisθf(\theta)=\hat{f}_r e^{\mathbf{i}r\theta}+\hat{f}_0+\hat{f}_{-s} e^{-\mathbf{i}s\theta}, where f^r,f^0,f^sC\hat{f}_r, \hat{f}_0, \hat{f}_{-s} \in \mathbb{C} and 0<r<n, 0<s<n0<r<n,~0<s<n. For r=s=1r=s=1 we have the classical tridiagonal Toeplitz matrices, for which the eigenvalues and eigenvectors are known. Similarly, the eigendecompositions are known for 1<r=s1<r=s, when the generated matrices are ``symmetrically sparse tridiagonal''. In the current paper we study the eigenvalues of Tn(f)T_n(f) for 1r<s1\leq r<s, which are ``non-symmetrically sparse tridiagonal''. We propose an algorithm which constructs one or two ad hoc matrices smaller than Tn(f)T_n(f), whose eigenvalues are sufficient for determining the full spectrum of Tn(f)T_n(f). The algorithm is explained through use of a conjecture for which examples and numerical experiments are reported for supporting it and for clarifying the presentation. Open problems are briefly discussed.

Keywords

Cite

@article{arxiv.2305.15107,
  title  = {On the eigenvalues of Toeplitz matrices with two off-diagonals},
  author = {Sven-Erik Ekström and David Meadon},
  journal= {arXiv preprint arXiv:2305.15107},
  year   = {2023}
}