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arXiv 0901.3436math-phmath.MP
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Toeplitz矩阵特征值和特征向量的渐近性

Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

Hui Dai, Zachary Geary, Leo P. Kadanoff

摘要:

Toeplitz矩阵是其中矩阵元素沿对角线恒定的矩阵。Fisher-Hartwig矩阵是Toeplitz族中研究较多的奇异矩阵。为所有阶定义矩阵$N$。它们由两个常量$α$和$β$参数化。当$N$趋于无穷大时,它们的特征值谱在极限上有一个简单的渐近形式。在这里,我们研究的结构,其特征值和特征向量在这种限制的情况下。我们专门研究$0<α<|β|<1$这种情况,它的行为特别简单。

英文摘要:

A Toeplitz matrix is one in which the matrix elements are constant along diagonals. The Fisher-Hartwig matrices are much-studied singular matrices in the Toeplitz family. The matrices are defined for all orders, $N$. They are parametrized by two constants, $α$ and $β$. Their spectrum of eigenvalues has a simple asymptotic form in the limit as $N$ goes to infinity. Here we study the structure of their eigenvalues and eigenvectors in this limiting case. We specialize to the case $0<α<|β|<1$, where the behavior is particularly simple.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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