The Eigenvalue Distribution of Special 2-by-2 Block Matrix-Sequences with Applications to the Case of Symmetrized Toeplitz Structures

Abstract

Given a Lebesgue integrable function $f$ over $[-\pi,\pi]$, 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 anti-identity matrix. Because of the unitary nature of $Y_n$, the singular values of $T_n[f]$ and $Y_n T_n[f]$ coincide. However, the eigenvalues are affected substantially by the action of $Y_n$. Under the assumption that the Fourier coefficients of $f$ are real, we prove that $\{Y_nT_n[f]\}_n$ is distributed in the eigenvalue sense as $\pm |f|$. A generalization of this result to the block Toeplitz case is also shown. We also consider the preconditioning introduced by [J. Pestana and A. Wathen, SIAM J. Matrix Anal. Appl., 36 (2015), pp. 273--288] and prove that the preconditioned matrix-sequence is distributed in the eigenvalue sense as $\phi_1$ under the mild assumption that $f$ is sparsely vanishing. We emphasize that the mathematical tools introduced in this setting have a general character and can be potentially used in different contexts. A number of numerical experiments are provided and critically discussed.

Keywords

  1. Toeplitz matrices
  2. Hankel matrices
  3. circulant preconditioners
  4. singular value distribution
  5. eigenvalue distribution

MSC codes

  1. 15B05
  2. 65F15
  3. 65F08

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Information & Authors

Information

Published In

cover image SIAM Journal on Matrix Analysis and Applications
SIAM Journal on Matrix Analysis and Applications
Pages: 1066 - 1086
ISSN (online): 1095-7162

History

Submitted: 14 August 2018
Accepted: 8 July 2019
Published online: 12 September 2019

Keywords

  1. Toeplitz matrices
  2. Hankel matrices
  3. circulant preconditioners
  4. singular value distribution
  5. eigenvalue distribution

MSC codes

  1. 15B05
  2. 65F15
  3. 65F08

Authors

Affiliations

Mohammad Ayman-Mursaleen
Stefano Serra-Capizzano

Funding Information

Istituto Nazionale di Alta Matematica "Francesco Severi" https://doi.org/10.13039/100009112

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