A Matrix-Less Method to Approximate the Spectrum and the Spectral Function of Toeplitz Matrices with Complex Eigenvalues (1910.13810v2)

Abstract: It is known that the generating function $f$ of a sequence of Toeplitz matrices ${T_n(f)}_n$ may not describe the asymptotic distribution of the eigenvalues of $T_n(f)$ if $f$ is not real. In a paper, we assume as a working hypothesis that, if the eigenvalues of $T_n(f)$ are real for all $n$, then they admit an asymptotic expansion where the first function $g$ appearing in this expansion is real and describes the asymptotic distribution of the eigenvalues of $T_n(f)$. In this paper we extend this idea to Toeplitz matrices with complex eigenvalues. The paper is predominantly a numerical exploration of different typical cases, and presents several avenues of possible future research.