Spectral properties of flipped Toeplitz matrices (2312.06170v1)
Abstract: We study the spectral properties of flipped Toeplitz matrices of the form $H_n(f)=Y_nT_n(f)$, where $T_n(f)$ is the $n\times n$ Toeplitz matrix generated by the function $f$ and $Y_n$ is the $n\times n$ exchange (or flip) matrix having $1$ on the main anti-diagonal and $0$ elsewhere. In particular, under suitable assumptions on $f$, we establish an alternating sign relationship between the eigenvalues of $H_n(f)$, the eigenvalues of $T_n(f)$, and the quasi-uniform samples of $f$. Moreover, after fine-tuning a few known theorems on Toeplitz matrices, we use them to provide localization results for the eigenvalues of $H_n(f)$. Our study is motivated by the convergence analysis of the minimal residual (MINRES) method for the solution of real non-symmetric Toeplitz linear systems of the form $T_n(f)\mathbf x=\mathbf b$ after pre-multiplication of both sides by $Y_n$, as suggested by Pestana and Wathen.
- Cantoni A., Butler P. Eigenvalues and eigenvectors of symmetric centrosymmetric matrices. Linear Algebra Appl. 13 (1976) 275–288.
- Mazza M., Pestana J. Spectral properties of flipped Toeplitz matrices and related preconditioning. BIT Numer. Math. 59 (2019) 463–482.
- Mazza M., Pestana J. The asymptotic spectrum of flipped multilevel Toeplitz matrices and of certain preconditionings. SIAM J. Matrix Anal. Appl. 42 (2021) 1319–1336.
- Pestana J., Wathen J. A preconditioned MINRES method for nonsymmetric Toeplitz matrices. SIAM J. Matrix Anal. Appl. 36 (2015) 273–288.
- Vretblad A. Fourier Analysis and Its Applications. Springer, New York (2003).
- Widom H. On the singular values of Toeplitz matrices. Zeitschrift Anal. Anwendung 8 (1989) 221–229.