Hermitian Toeplitz Matrices Research Articles

Compression Limits for Random Vectors with Linearly Parameterized Second-Order Statistics

The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived --- the statistics of the uncompressed vector must be recoverable from a set of linearly compressed observations. This kind of vectors arises naturally when sampling wide-sense stationary random processes and features a number of applications in signal and array processing. Explicit guidelines to design optimal and nearly optimal schemes operating both in a periodic and non-periodic fashion are provided by considering two of the most common linear compression schemes, which we classify as dense or sparse. It is seen that the maximum compression ratios depend on the structure of the HT subspace containing the covariance matrix of the uncompressed observations. Compression patterns attaining these maximum ratios are found for the case without structure as well as for the cases with circulant or banded structure. Universal samplers are also proposed to compress unknown HT subspaces.

Unitary automorphisms of the space of Toeplitz-plus-Hankel matrices

Abstract Our motivation was a paper of 1991 indicating three special unitary matrices that map Hermitian Toeplitz matrices by similarity into real Toeplitz-plus-Hankel matrices. Generalizing this result, we give a complete description of unitary similarity automorphisms of the space of Toeplitz-plus-Hankel matrices.

Eigenvalues of Hermitian Toeplitz matrices with smooth simple-loop symbols

The paper presents higher-order asymptotic formulas for the eigenvalues of large Hermitian Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the real line. The formulas are established not only for the extreme eigenvalues, but also for the inner eigenvalues. The results extend and make more precise existing results, which so far pertain to banded matrices or to matrices with infinitely differentiable symbols. Also given is a fixed-point equation for the eigenvalues which may be solved numerically by an iteration method.

On the Zeros of Eigenpolynomials of Hermitian Toeplitz Matrices

This article refines a result of Delsarte, Genin, Kamp (Circuits Syst Signal Process 3:207–223, 1984), and Delsarte and Genin (Springer Lect Notes Control Inf Sci 58:194–213, 1984), regarding the number of zeros on the unit circle of eigenpolynomials of complex Hermitian Toeplitz matrices and generalized Caratheodory representations of such matrices. This is achieved by exploring a key observation of Schur (Uber einen Satz von C. Caratheodory. Sitzungsberichte der Koniglich Preusischen Akademie der Wissenschaften, pp. 4–15, 1912) stated in his proof of a famous theorem of Caratheodory (Rendiconti del Circolo Matematico di Palermo 32:193–217, 1911). In short, Schur observed that companion matrices corresponding to eigenpolynomials of Hermitian Toeplitz matrices H define isometries with respect to (spectrum shifted) submatrices of H. Looking at possible normal forms of these isometries leads directly to the results. This geometric, conceptual approach can be generalized to Hermitian or symmetric Toeplitz matrices over arbitrary fields. Furthermore, as a byproduct, Iohvidov’s law in the jumps of the ranks and the connection between the Iohvidov parameter and the Witt index are established for such Toeplitz matrices.

The Eneström–Kakeya theorem encounters the theory of orthogonal polynomials on the unit circle

A classical result due to Eneström and Kakeya gives some bounds for the moduli of the zeros of polynomials having a monotone sequence of non-negative (real) coefficients. The main subject of the present paper is a study of this fact with a view to the recurrence relations fulfilled by systems of orthogonal polynomials on the unit circle. In particular, we will be interested in the special case, where the zeros of the polynomials in question are not located on the boundary of the estimate which occurs in the Eneström–Kakeya theorem. Among other things, we will give characterizations of this case in terms of orthogonal polynomials and present an alternative approach to a well-known characterization due to Hurwitz. Furthermore, we will give some insight how one can apply the main results of this paper in the context of positive Hermitian Toeplitz matrices.

Entries of continuous functions of large Hermitian tridiagonal 2-Toeplitz matrices

In this paper we present an eigenvalue decomposition for any real symmetric tridiagonal 2-Toeplitz matrix of odd order, where the eigenvector matrix is orthogonal. Using this decomposition we study the entries of continuous functions of large real symmetric tridiagonal 2-Toeplitz matrices. Furthermore, we also study in the present paper the entries of continuous functions of large Hermitian Toeplitz matrices with at most three non-zero diagonals.

Estimates for the minimum eigenvalue and the condition number of Hermitian (block) Toeplitz matrices

We give a lower bound for the minimum eigenvalue of the Hermitian Toeplitz matrix Tn(|θ|α) and a corresponding upper bound for the spectral condition number κ2(Tn(|θ|α)). Our main theorem concerns more general cases and establishes a lower bound for the minimum eigenvalue of Tn(f) and a corresponding upper bound for κ2(Tn(f)), provided the non-negative real-valued symbol f satisfies certain conditions. We discuss some examples of symbols for which these estimates work and we see how the minimax principle can be applied together with our main result in order to obtain estimates of λmin(Tn(f)) and κ2(Tn(f)) even in some cases in which the symbol f does not satisfy the conditions of our main theorem. Finally, we provide an extension of the main result to the block Toeplitz case.

On the trigonometric moment problem in two dimensions

A finite sequence c0,…,ck of complex numbers is the set of trigonometric moments of a measure dμ=∣Pk(eiθ)∣−2dθ with Pk(z) a polynomial of degree k, zero-free in |z|≤1, providing only that the Hermitian Toeplitz matrix having c0,…,ck as its top row is positive-definite. The analogous representation in two dimensions for a rectangular array of numbers requires additional conditions, discovered by J.S. Geronimo and H.J. Woerdeman. We use orthogonal decomposition to give an alternate proof of their important result.

Eigenvalues of Hermitian Toeplitz matrices with polynomially increasing entries

The paper is concerned with finite Hermitian Toeplitz matrices whose entries in the first row grow like a polynomial. Such matrices cannot be viewed as truncations of an infinite Toeplitz matrix which is generated by an integrable function or a nice measure. The main results describe the first-order asymptotics of the extreme eigenvalues as the matrix dimension goes to infinity and also deliver unexpected barriers for the eigenvalues. One purpose of the paper is to popularize once more that questions on the eigenvalues of matrices can be answered in a very elegant way by passing to integral operators. This idea was introduced by Harold Widom about fifty years ago. In this way one can also give an alternative proof to results by William F. Trench on Hermitian Toeplitz matrices with increasing entries.

Fluctuations of eigenvalues for random Toeplitz and related matrices

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,\cdots,$ being independent real random variables such that $$ \mathbb{E}[a_{j}]=0, \mathbb{E} [|a_{j}|^{2}]=1 \mathrm{for}\, j=0,1,2,\cdots,$$ (homogeneity of 4-th moments) $$\kappa=\mathbb{E} [|a_{j}|^{4}],$$ and further (uniform boundedness) $$\sup\limits_{j\geq 0} \mathbb{E} [|a_{j}|^{k}]=C_{k}<\infty \mathrm{for} k\geq 3.$$ Under the assumption of $a_{0}\equiv 0$, we prove a central limit theorem for linear statistics of eigenvalues for a fixed polynomial with degree at least 2. Without this assumption, the CLT can be easily modified to a possibly non-normal limit law. In a special case where $a_{j}$'s are Gaussian, the result has been obtained by Chatterjee for some test functions. Our derivation is based on a simple trace formula for Toeplitz matrices and fine combinatorial analysis. Our method can apply to other related random matrix models, including Hermitian Toeplitz and symmetric Hankel matrices. Since Toeplitz matrices are quite different from Wigner and Wishart matrices, our results enrich this topic.

Blind Separation of Coherent Signals Based on Toeplitz Matrix Reconstruction

A new blind beamforming algorithm for separating and estimating coherent signals arriving at an antenna array is proposed in this paper. This algorithm is implemented through arranging the received data’s correlation function of each array element and reference array element (the first array element), to form the Hermitian Toeplitz matrix first. Then through the singular value decomposition of the matrix the signal subspace and noise subspace can be get, in order to achieve the direction vector of coherent sources to beamform, which can separate the independent signals from different directions effectively without knowing the transcendent knowledge of the signals. The new approach can estimate the coherent signals’ direction-of-arrival(DOA) on the basis of separation, and has good performance under the low SNR. The simulation results show that the proposed method is effective．

Generalized eigenvector problem for Hermitian Toeplitz matrices and its application to beamforming

The generalized eigenvector problem (GEP) for Hermitian Toeplitz matrices is studied and some properties related to its eigenvectors and the associated eigenfilters are derived. Zero locations of the eigenfilters are also investigated and all of the results are applied to the maximum SINR (signal-to-interference-plus-noise ratio) beamforming problem based on ULAs (uniform linear arrays), since maximizing output SINR can be formulated as a generalized eigenvector problem where the matrix pair consisting of the desired signal correlation matrix and interference plus noise correlation matrix. Theoretical analysis based on a three-element ULA is provided, supported by simulations.

Direct and inverse polynomial perturbations of hermitian linear functionals

This paper is devoted to the study of direct and inverse (Laurent) polynomial modifications of moment functionals on the unit circle, i.e., associated with hermitian Toeplitz matrices. We present a new approach which allows us to study polynomial modifications of arbitrary degree. The main objective is the characterization of the quasi-definiteness of the functionals involved in the problem in terms of a difference equation relating the corresponding Schur parameters. The results are presented in the general framework of (non-necessarily quasi-definite) hermitian functionals, so that the maximum number of orthogonal polynomials is characterized by the number of consistent steps of an algorithm based on the referred recurrence for the Schur parameters. The non-uniqueness of the inverse problem makes it more interesting than the direct one. Due to this reason, special attention is paid to the inverse modification, showing that different approaches are possible depending on the data about the polynomial modification at hand. These different approaches are translated as different kinds of initial conditions for the related inverse algorithm. Some concrete applications to the study of orthogonal polynomials on the unit circle show the effectiveness of this new approach: an exhaustive and instructive analysis of the functionals coming from a general inverse polynomial perturbation of degree one for the Lebesgue measure; the classification of those pairs of orthogonal polynomials connected by a certain type of linear relation with constant polynomial coefficients; and the determination of those orthogonal polynomials whose associated ones are related to a degree one polynomial modification of the original orthogonality functional.

The reconstruction of an hermitian toeplitz matrix with prescribed eigenpairs

This paper concerns the reconstruction of an hermitian Toeplitz matrix with prescribed eigenpairs. Based on the fact that every centrohermitian matrix can be reduced to a real matrix by a simple similarity transformation, the authors first consider the eigenstructure of hermitian Toeplitz matrices and then discuss a related reconstruction problem. The authors show that the dimension of the subspace of hermitian Toeplitz matrices with two given eigenvectors is at least two and independent of the size of the matrix, and the solution of the reconstruction problem of an hermitian Toeplitz matrix with two given eigenpairs is unique.

On commutative algebras of Toeplitz-plus-Hankel matrices

It is known that the entire class of Hermitian Toeplitz matrices can be mapped into a subset of real Toeplitz-plus-Hankel matrices ((T + H)-matrices) by one and the same unitary similarity transformation. This fact is refined by showing that the resulting (T + H)-matrices are symmetric. Moreover, the symmetry is preserved if this similarity transformation is applied to arbitrary (rather than only Hermitian) Toeplitz matrices and even if it is applied to a much broader class of persymmetric matrices. Let the same similarity transformation be applied to the class of normal Toeplitz matrices. By examining the range of this transformation, commutative algebras are selected that consist of (complex) symmetric (T + H)-matrices; in addition, all the matrices in these algebras are normal. An algorithm is proposed for multiplying matrices belonging to these algebras. Its complexity is equivalent to that of multiplying two circulants of order n, which is several times less than the complexity of multiplying two general (T + H)-matrices.

Frequency-Domain Correlation: An Asymptotically Optimum Approximation of Quadratic Likelihood Ratio Detectors

An approximate implementation is formulated and analyzed for the detection of wide-sense stationary Gaussian stochastic signals in white Gaussian noise. For scalar processes, the approximate detector can be realized as the correlation between the periodogram of the observations and an appropriately selected spectral mask, and thus is termed the frequency-domain correlation detector. Through the asymptotic properties of Toeplitz matrices, it is shown that, as the length of the observation interval grows without bound, the frequency-domain correlation detector and the optimum quadratic detector achieve identical asymptotic performance, characterized by the decay rate of the miss probability under the Neyman-Pearson criterion. The frequency-domain correlation detector is further extended to the detection of vector-valued wide-sense stationary Gaussian stochastic signals, and the asymptotic optimality of its performance is established through the asymptotic properties of block Hermitian Toeplitz matrices.

Inside the eigenvalues of certain Hermitian Toeplitz band matrices

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 j th eigenvalue of an n -by- n banded Hermitian Toeplitz matrix as n tends to infinity and provides asymptotic formulas that are uniform in j for 1 ≤ 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.

On the asymptotics of all eigenvalues of Hermitian Toeplitz band matrices

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 jth eigenvalue of an n-by-n banded Hermitian Toeplitz matrix as n goes to infinity and provides asymptotic formulas that are uniform in j for 1 ≤ 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.

Partition function of nearest neighbour Ising models: Some new insights

The partition function for one-dimensional nearest neighbour Ising models is estimated by summing all the energy terms in the Hamiltonian for N sites. The algebraic expression for the partition function is then employed to deduce the eigenvalues of the basic 2 × 2 matrix and the corresponding Hermitian Toeplitz matrix is derived using the Discrete Fourier Transform. A new recurrence relation pertaining to the partition function for two-dimensional Ising models in zero magnetic field is also proposed.

The First Order Asymptotics of the Extreme Eigenvectors of Certain Hermitian Toeplitz Matrices

The paper is concerned with Hermitian Toeplitz matrices generated by a class of unbounded symbols that emerge in several applications. The main result gives the third order asymptotics of the extreme eigenvalues and the first order asymptotics of the extreme eigenvectors of the matrices as their dimension increases to infinity.