The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices

Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations

Total positivity and spectral theory for Toeplitz Hessenberg matrix ensembles

In this paper we define and lay the groundwork for studying a novel matrix ensemble: totally positive Hessenberg Toeplitz operators, denoted TPHT. This is the intersection of two ensembles that have been significantly explored: totally positive Hessenberg matrices (TPH) and Hessenberg Toeplitz matrices (HT). TPHT has a rich linear algebraic and spectral structure that we describe. Along the way we find some previously unnoticed connections between certain Toeplitz normal forms for matrices and Lie theoretic interpretations. We also numerically study the spectral asymptotics of TPH matrices via the TPHT ensemble and use this to open a study of TPHT with random symbols

Normal form for GLT sequences, functions of normal GLT sequences, and spectral distribution of perturbed normal matrices

The theory of generalized locally Toeplitz (GLT) sequences is a powerful apparatus for computing the asymptotic spectral distribution of matrices $A_n$ arising from numerical discretizations of differential equations. Indeed, when the mesh fineness parameter $n$ tends to infinity, these matrices $A_n$ give rise to a sequence $\{A_n\}_n$, which often turns out to be a GLT sequence. In this paper, we extend the theory of GLT sequences in several directions: we show that every GLT sequence enjoys a normal form, we identify the spectral symbol of every GLT sequence formed by normal matrices, and we prove that, for every GLT sequence $\{A_n\}_n$ formed by normal matrices and every continuous function $f:\mathbb C\to\mathbb C$, the sequence $\{f(A_n)\}_n$ is again a GLT sequence whose spectral symbol is $f(\kappa)$, where $\kappa$ is the spectral symbol of $\{A_n\}_n$. In addition, using the theory of GLT sequences, we prove a spectral distribution result for perturbed normal matrices

A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth

This paper can be thought of as a remark of \cite{llw}, where the authors studied the eigenvalue distribution $\mu_{X_N}$ of random block Toeplitz band matrices with given block order $m$. In this note we will give explicit density functions of $\lim\limits_{N\to\infty}\mu_{X_N}$ when the bandwidth grows slowly. In fact, these densities are exactly the normalized one-point correlation functions of $m\times m$ Gaussian unitary ensemble (GUE for short). The series $\{\lim\limits_{N\to\infty}\mu_{X_N}|m\in\mathbb{N}\}$ can be seen as a transition from the standard normal distribution to semicircle distribution. We also show a similar relationship between GOE and block Toeplitz band matrices with symmetric blocks.Comment: 6 page

A Simple Proof of the Classification of Normal Toeplitz Matrices

We give an easy proof to show that every complex normal Toeplitz matrix is classified as either of type I or of type II. Instead of difference equations on elements in the matrix used in past studies, polynomial equations with coefficients of elements are used. In a similar fashion, we show that a real normal Toeplitz matrix must be one of four types: symmetric, skew-symmetric, circulant, or skew-circulant. Here we use trigonometric polynomials in the complex case and algebraic polynomials in the real case.Comment: 5 page

Toeplitz separability, entanglement, and complete positivity using operator system duality

A new proof is presented of a theorem of L.~Gurvits, which states that the cone of positive block-Toeplitz matrices with matrix entries has no entangled elements. The proof of the Gurvits separation theorem is achieved by making use of the structure of the operator system dual of the operator system $C(S^1)^{(n)}$ of $n\times n$ Toeplitz matrices over the complex field, and by determining precisely the structure of the generators of the extremal rays of the positive cones of the operator systems C(S^1)^{(n)}\omin\B(\H) and C(S^1)_{(n)}\omin\B(\H), where \H is an arbitrary Hilbert space and $C(S^1)_{(n)}$ is the operator system dual of $C(S^1)^{(n)}$. Our approach also has the advantage of providing some new information concerning positive Toeplitz matrices whose entries are from \B(\H) when \H has infinite dimension. In particular, we prove that normal positive linear maps $\psi$ on \B(\H) are partially completely positive in the sense that $\psi^{(n)}(x)$ is positive whenever $x$ is a positive $n\times n$ Toeplitz matrix with entries from \B(\H). We also establish a certain factorisation theorem for positive Toeplitz matrices (of operators), showing an equivalence between the Gurvits approach to separation and an earlier approach of T.~Ando to universality