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We study the asymptotic eigenvalue distribution of Toeplitz matrices generated by a singular symbol. It has been conjectured by Widom that, for a generic symbol, the eigenvalues converge to the image of the symbol. In this paper we ask how…

数学物理 · 物理学 2007-08-24 Seung-Yeop Lee , Hui Dai , Eldad Bettelheim

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…

We describe the asymptotics of the spectral norm of finite Toeplitz matrices generated by functions with Fisher-Hartwig singularities as the matrix dimension goes to infinity. In the case of positive generating functions, our result…

泛函分析 · 数学 2007-05-23 Albrecht Boettcher , Jani Virtanen

This note starts from work done by Dai, Geary, and Kadanoff (Hui Dai, Zachary Geary, and Leo P. Kadanoff, H. Dai, Z. Geary and L. P. Kadanoff, Journal of Statistical Mechanics, P05012 (2009)) on exact eigenfunctions for Toeplitz operators.…

数学物理 · 物理学 2009-06-04 Leo P. Kadanoff

Given a Lebesgue integrable function $f$ over $[0,2\pi]$, we consider the sequence of matrices $\{Y_nT_n[f]\}_n$, where $T_n[f]$ is the $n$-by-$n$ Toeplitz matrix generated by $f$ and $Y_n$ is the flip permutation matrix, also called the…

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 $f$…

数值分析 · 数学 2020-11-24 Paola Ferrari , Isabella Furci , Stefano Serra-Capizzano

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…

For a given nonnegative integer alpha, a matrix A_{n} of size n is called alpha-Toeplitz if its entries obey the rule A_{n}=[a_{r-alpha*s}]_{r,s=0}^{n-1}. Analogously, a matrix A_{n} again of size n is called alpha-circulant if A_{n}=…

数值分析 · 数学 2009-06-12 Eric Ngondiep , Stefano Serra-Capizzano , Debora Sesana

The limiting behavior of the eigenvalues of the Toeplitz matrices $T_{n}[\sigma]=(\hat{\sigma}(i-j))$, where $0\leq i,j \leq n$, as $n \to \infty$, is investigated in the case of complex valued functions $\sigma$ defined on the unit circle…

泛函分析 · 数学 2018-07-05 Richard A. Libby

This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

概率论 · 数学 2022-01-14 Lucas Benigni , Sandrine Péché

We formulate and partially prove a general conjecture providing necessary and sufficient conditions for the reality of the asymptotic spectrum of an arbitrary real banded block Toeplitz matrix. Additionally we present numerical experiments…

谱理论 · 数学 2026-04-23 Dario Giandinoto

Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the…

概率论 · 数学 2010-09-01 Steven Jackson , Steven J. Miller , Thuy Pham

Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…

概率论 · 数学 2014-11-14 Kirk Swanson , Steven J. Miller , Kimsy Tor , Karl Winsor

The theory of Generalized Locally Toeplitz (GLT) sequences of matrices has been developed in order to study the asymptotic behaviour of particular spectral distributions when the dimension of the matrices tends to infinity. A key concepts…

数值分析 · 数学 2021-02-04 Giovanni Barbarino

The singular value and spectral distribution of Toeplitz matrix sequences with Lebesgue integrable generating functions is well studied. Early results were provided in the classical Szeg{\H{o}} theorem and the Avram-Parter theorem, in which…

数值分析 · 数学 2018-10-08 Sean Hon , Mohammad Ayman Mursaleen , Stefano Serra-Capizzano

The theory of generalized locally Toeplitz (GLT) sequences is a powerful apparatus for computing the asymptotic spectral distribution of matrices $A_n$ arising from numerical discretizations of differential equations. Indeed, when the mesh…

数值分析 · 数学 2024-01-09 Giovanni Barbarino , Carlo Garoni

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

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, $N$. They are parametrized…

数学物理 · 物理学 2015-05-13 Hui Dai , Zachary Geary , Leo P. Kadanoff

This paper is essentially devoted to the study of the minimal eigenvalue $\lambda_{N,\alpha}$ of the Toepllitz matrice $T_N(\varphi_{\alpha})$ where $\varphi_{\alpha}(e^{i \theta})=|1- e^{i \theta} |^{2\alpha} c_{1}(e^{i \theta})$ with…

谱理论 · 数学 2013-05-28 Philippe Rambour

"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random…

信号处理 · 电气工程与系统科学 2023-08-21 Yuri Abramovich , Tanit Pongsiri