Abstract
The paper is devoted to the structure and the asymptotics of the eigenvector matrix of Hermitian Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the real line. The results extend existing results on banded Toeplitz matrices to full Toeplitz matrices with temperate decay of the entries in the first row and column. We establish formulas for both the exact and the asymptotic computation of arbitrarily prescribed individual components of arbitrarily prescribed individual eigenvectors. These formulas are in terms of the Wiener–Hopf factorization of a function which depends solely on the symbol and the corresponding eigenvalue or even only on an approximation to this eigenvalue. The paper does not aim at providing numerical algorithms. Its main purpose is rather to reveal the structure underneath the eigenvectors, which are shown to be the sum of two harmonics and certain edge corrections.
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