2014
DOI: 10.1016/j.laa.2014.07.023
|View full text |Cite
|
Sign up to set email alerts
|

Inverses, determinants, eigenvalues, and eigenvectors of real symmetric Toeplitz matrices with linearly increasing entries

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
6
0

Year Published

2015
2015
2023
2023

Publication Types

Select...
5
3

Relationship

0
8

Authors

Journals

citations
Cited by 13 publications
(6 citation statements)
references
References 16 publications
0
6
0
Order By: Relevance
“…Elliott ( 1953 ) and Gregory and Karney ( 1969 ) identified that the eigenvalues λ i of S −1 , and (selected) corresponding eigenvectors P i , for i = 1, 2, …, n , are given by 2 2 (in increasing order) and respectively (where m = 1, 2, …, n ). These results were later extended to more general tridiagonal matrices by Yueh ( 2005 ), see also Yueh and Cheng ( 2008 ) and Bünger ( 2014 ). Because the covariance matrix σ cov equals , the eigenvalues of σ cov are equal to times those of S , so they are also times the inverses of the eigenvalues of S −1 .…”
Section: A Proofs Of Propositions 1 Andmentioning
confidence: 83%
“…Elliott ( 1953 ) and Gregory and Karney ( 1969 ) identified that the eigenvalues λ i of S −1 , and (selected) corresponding eigenvectors P i , for i = 1, 2, …, n , are given by 2 2 (in increasing order) and respectively (where m = 1, 2, …, n ). These results were later extended to more general tridiagonal matrices by Yueh ( 2005 ), see also Yueh and Cheng ( 2008 ) and Bünger ( 2014 ). Because the covariance matrix σ cov equals , the eigenvalues of σ cov are equal to times those of S , so they are also times the inverses of the eigenvalues of S −1 .…”
Section: A Proofs Of Propositions 1 Andmentioning
confidence: 83%
“…In [3], the author obtained a unique LU factorizations and an explicit formula for the determinant and also the inversion of Toeplitz matrices. And, the inverse, determinants, eigenvalues, and eigenvectors of symmetric Toeplitz matrices over real number field with linearly increasing entries have been studied in [14]. In [15], the author showed that every n × n square matrix is generically a product of ⌊n/2⌋ + 1 and always a product of at most 2n + 5 Toeplitz matrices.…”
Section: Cauchy's and Toeplitz Matricesmentioning
confidence: 99%
“…Linearly decreasing Toeplitz matrices defined by A lin ij = b |i−j| = n − |i − j| have spectral properties analog to those of KMS matrices (trigonometric expression, interlacement, low frequency assigned to largest eigenvalue), but with more technical details available in Bünger (2014). This goes beyond the asymptotic case modeled by tridiagonal matrices.…”
Section: Robinson Toeplitz Matricesmentioning
confidence: 99%