Inside the eigenvalues of certain Hermitian Toeplitz band matrices

A. Böttcher, S. M. Grudsky, E. A. Maksimenko

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36 Scopus citations

Abstract

While extreme eigenvalues of large Hermitian Toeplitz matrices have been studied in detail for a long time, much less is known about individual inner eigenvalues. This paper explores the behavior of the jth eigenvalue of an n-by-n banded Hermitian Toeplitz matrix as n tends to infinity and provides asymptotic formulas that are uniform in j for 1 ≤ j ≤ n. The real-valued generating function of the matrices is assumed to increase strictly from its minimum to its maximum, and then to decrease strictly back from the maximum to the minimum, having nonzero second derivatives at the minimum and the maximum. The results, which are of interest in numerical analysis, probability theory, or statistical physics, for example, are illustrated and underpinned by numerical examples.

Original languageEnglish
Pages (from-to)2245-2264
Number of pages20
JournalJournal of Computational and Applied Mathematics
Volume233
Issue number9
DOIs
StatePublished - 1 Mar 2010
Externally publishedYes

Keywords

  • Asymptotic expansions
  • Eigenvalue
  • Toeplitz matrix

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