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• W1994176509 abstract "We are concerned with the behavior of the minimum (maximum) eigenvalue λ0(n) (λn(n)) of an (n + 1) × (n + 1) Hermitian Toeplitz matrix Tn(ƒ) where ƒ is an integrable real-valued function. Kac, Murdoch, and Szegö, Widom, Parter, and R. H. Chan obtained that λ0(n) — min ƒ = O(1/n2k) in the case where ƒ C2k, at least locally, and ƒ — inf ƒ has a zero of order 2k. We obtain the same result under the second hypothesis alone. Moreover we develop a new tool in order to estimate the extreme eigenvalues of the mentioned matrices, proving that the rate of convergence of λ0(n) to inf ƒ depends only on the order ρ (not necessarily even or integer or finite) of the zero of ƒ — inf ƒ. With the help of this tool, we derive an absolute lower bound for the minimal eigenvalues of Toeplitz matrices generated by nonnegative L1 functions and also an upper bound for the associated Euclidean condition numbers. Finally, these results are extended to the case of Hermitian block Toeplitz matrices with Toeplitz blocks generated by a bivariate integrable function ƒ." @default.
• W1994176509 created "2016-06-24" @default.
• W1994176509 creator A5079657887 @default.
• W1994176509 date "1998-02-01" @default.
• W1994176509 modified "2023-09-30" @default.
• W1994176509 title "On the extreme eigenvalues of hermitian (block) toeplitz matrices" @default.
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• W1994176509 doi "https://doi.org/10.1016/s0024-3795(97)00231-0" @default.
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