Bogoya, Böttcher, Grudsky, and Maximenko have recently obtained for the eigenvalues of a Toeplitz matrix, under suitable assumptions on the generating function, the precise asymptotic expansion as the matrix size goes to infinity. In this article we provide numerical evidence that some of these assumptions can be relaxed. Moreover, based on the eigenvalue asymptotics, we devise an extrapolation algorithm for computing the eigenvalues of banded symmetric Toeplitz matrices with a high level of accuracy and a relatively low computational cost.
Are the Eigenvalues of Banded Symmetric Toeplitz Matrices Known in Almost Closed Form?
Garoni, Carlo;SERRA CAPIZZANO, STEFANO
2017-01-01
Abstract
Bogoya, Böttcher, Grudsky, and Maximenko have recently obtained for the eigenvalues of a Toeplitz matrix, under suitable assumptions on the generating function, the precise asymptotic expansion as the matrix size goes to infinity. In this article we provide numerical evidence that some of these assumptions can be relaxed. Moreover, based on the eigenvalue asymptotics, we devise an extrapolation algorithm for computing the eigenvalues of banded symmetric Toeplitz matrices with a high level of accuracy and a relatively low computational cost.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.