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Inversion of Toeplitz matrices with singular symbol. Minimal eigenvalues. Three results are stated in this paper. The first one is devoted to the study of the orthogonal polynomial with respect of the weight $\varphi_{\alpha} (\theta)=\vert…

Functional Analysis · Mathematics 2010-05-25 Philippe Rambour , Abdellatif Seghier

The present work is devoted to the eigenvalue asymptotic expansion of the Toeplitz matrix $T_{n}(a)$ whose generating function $a$ is complex valued and has a power singularity at one point. As a consequence, $T_{n}(a)$ is non-Hermitian and…

Numerical Analysis · Mathematics 2022-11-29 M. Bogoya , S. M. Grudsky , S. Serra-Capizzano

Given a set of $n$ distinct real numbers, our goal is to form a symmetric, unreduced, tridiagonal, matrix with those numbers as eigenvalues. We give an algorithm which is a stable implementation of a naive algorithm forming the…

Numerical Analysis · Mathematics 2023-11-07 Luca Dieci , Alessandro Pugliese

This note is devoted to preconditioning strategies for non-Hermitian multilevel block Toeplitz linear systems associated with a multivariate Lebesgue integrable matrix-valued symbol. In particular, we consider special preconditioned…

Numerical Analysis · Mathematics 2014-04-29 Marco Donatelli , Carlo Garoni , Mariarosa Mazza , Stefano Serra-Capizzano , Debora Sesana

In recent years, motivated by computational purposes, the singular value and spectral features of the symmetrization of Toeplitz matrices generated by a Lebesgue integrable function have been studied. Indeed, under the assumptions that $f$…

Numerical Analysis · Mathematics 2020-11-24 Paola Ferrari , Isabella Furci , Stefano Serra-Capizzano

Asymptotically, we analytically derive the form of eigenvectors for two Fisher-Hartwig symbols besides those which were previously investigated in a $2016$ work due to Movassagh and Kadanoff, in which the authors characterized the…

Mathematical Physics · Physics 2024-08-08 Pete Rigas

Under appropriate technical assumptions, the simple-loop theory allows to deduce various types of asymptotic expansions for the eigenvalues of Toeplitz matrices $T_{n}(f)$ generated by a function $f$, unfortunately, such a theory is not…

Numerical Analysis · Mathematics 2022-03-23 Manuel Bogoya , Stefano Serra-Cappizano , Paris Vassalos

Let $A_\alpha$ be the semi-infinite tridiagonal matrix having subdiagonal and superdiagonal unit entries, $(A_\alpha)_{11}=\alpha$, where $\alpha\in\mathbb C$, and zero elsewhere. A basis $\{P_0,P_1,P_2,\ldots\}$ of the linear space…

Numerical Analysis · Mathematics 2024-05-07 Dario Bini , Beatrice Meini

Building on previous work that provided analytical solutions to generalised matrix eigenvalue problems arising from numerical discretisations, this paper develops exact eigenvalues and eigenvectors for a broader class of $n$-dimensional…

Spectral Theory · Mathematics 2024-11-14 Quanling Deng

A common algorithm for the computation of eigenvalues of real symmetric tridiagonal matrices is the iteration of certain special maps $F_\sigma$ called shifted $QR$ steps. Such maps preserve spectrum and a natural common domain is ${\cal…

Dynamical Systems · Mathematics 2012-08-06 Ricardo S. Leite , Nicolau C. Saldanha , Carlos Tomei

In this note, we study the fast solution of Toeplitz linear systems with coefficient matrix $T_n(f)$, where the generating function $f$ is nonnegative and has a unique zero at zero of any real positive order $\theta$. As preconditioner we…

Numerical Analysis · Mathematics 2014-04-23 D. Noutsos , S. Serra-Capizzano , P. Vassalos

It was shown in a series of recent publications that the eigenvalues of $n\times n$ Toeplitz matrices generated by so-called simple-loop symbols admit certain regular asymptotic expansions into negative powers of $n+1$. On the other hand,…

Functional Analysis · Mathematics 2020-09-25 Mauricio Barrera , Albrecht Boettcher , Sergei M. Grudsky , Egor A. Maximenko

A powerful tool for analyzing and approximating the singular values and eigenvalues of structured matrices is the theory of GLT sequences. By the GLT theory one can derive a function, which describes the singular value or the eigenvalue…

Numerical Analysis · Mathematics 2022-06-28 Matthias Bolten , Sven-Erik Ekström , Isabella Furci , Stefano Serra-Capizzano

This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the…

In this manuscript it is considered the eigenvalues $\lambda_j$ of a random tridiagonal Toeplitz matrix $T$. We study the asymptotic behavior of the joint distribution of $({|{\lambda}|_{\min} ,|{\lambda}|_{\max}})$. From this, we obtain…

Probability · Mathematics 2023-05-23 Paulo Manrique-Mirón

We find uniform asymptotic formulas for all the eigenvalues of certain 7-diagonal symmetric Toeplitz matrices of large dimension. The entries of the matrices are real and we consider the case where the real-valued generating function such…

Spectral Theory · Mathematics 2021-11-16 V. Stukopin , S. Grudsky , I. Voronin , M. Barrera

We consider the class of positive bounded and semi-continuous functions defined on the two dimensional torus If f belongs to this class, then f will be considered as the symbol of a Toeplitz operator truncated on a triangle parametrised by…

Functional Analysis · Mathematics 2013-02-26 Jean-Marc Rinkel , Abdellatif Seghier

Let $T$ be a square matrix with a real spectrum, and let $f$ be an analytic function. The problem of the approximate calculation of $f(T)$ is discussed. Applying the Schur triangular decomposition and the reordering, one can assume that $T$…

Numerical Analysis · Mathematics 2021-06-01 P. Kubelík , V. G. Kurbatov , I. V. Kurbatova

Under appropriate technical assumptions, the simple-loop theory allows to deduce various types of asymptotic expansions for the eigenvalues of Toeplitz matrices generated by a function $f$. Independently and under the milder hypothesis that…

Numerical Analysis · Mathematics 2022-01-07 M. Bogoya , S. E. Ekström , S. Serra-Capizzano

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

Probability · Mathematics 2010-11-09 Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang