Article ID Journal Published Year Pages File Type
4641484 Journal of Computational and Applied Mathematics 2010 20 Pages PDF
Abstract

While extreme eigenvalues of large Hermitian Toeplitz matrices have been studied in detail for a long time, much less is known about individual inner eigenvalues. This paper explores the behavior of the jjth eigenvalue of an nn-by-nn banded Hermitian Toeplitz matrix as nn tends to infinity and provides asymptotic formulas that are uniform in jj for 1≤j≤n1≤j≤n. The real-valued generating function of the matrices is assumed to increase strictly from its minimum to its maximum, and then to decrease strictly back from the maximum to the minimum, having nonzero second derivatives at the minimum and the maximum. The results, which are of interest in numerical analysis, probability theory, or statistical physics, for example, are illustrated and underpinned by numerical examples.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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