The eigenvalue distribution of special $2$-by-$2$ block matrix sequences, with applications to the case of symmetrized Toeplitz structures

TL;DR

This paper analyzes the eigenvalue distribution of special 2-by-2 block matrix sequences involving Toeplitz matrices and flip permutation matrices, with applications to symmetrized Toeplitz structures, providing theoretical results and numerical experiments.

Contribution

It introduces a novel eigenvalue distribution analysis for matrices formed by Toeplitz matrices and flip permutations, including preconditioned cases, with potential for broader applications.

Findings

Eigenvalues of the matrix sequence follow a specific distribution related to the absolute value of the generating function.

Preconditioning leads to a different eigenvalue distribution, under mild assumptions.

Numerical experiments validate the theoretical eigenvalue distribution results.

Abstract

Given a Lebesgue integrable function $f$ over $[0,2\pi]$, we consider the sequence of matrices $\{Y_nT_n[f]\}_n$, where $T_n[f]$ is the $n$-by-$n$ Toeplitz matrix generated by $f$ and $Y_n$ is the flip permutation matrix, also called the anti-identity matrix. Because of the unitary character of $Y_n$, the singular values of $T_n[f]$ and $Y_n T_n[f]$ coincide. However, the eigenvalues are affected substantially by the action of the matrix $Y_n$. Under the assumption that the Fourier coefficients are real, we prove that $\{Y_nT_n[f]\}_n$ is distributed in the eigenvalue sense as \[ \phi_g(\theta)=\left\{ \begin{array}{cc} g(\theta), & \theta\in [0,2\pi], -g(-\theta), & \theta\in [-2\pi,0), \end{array} \right.\, \] with $g(\theta)=|f(\theta)|$. We also consider the preconditioning introduced by Pestana and Wathen and, by using the same arguments, we prove that the preconditioned sequence is distributed in the eigenvalue sense as $\phi_1$, under the mild assumption that $f$ is sparsely vanishing. We emphasize that the mathematical tools introduced in this setting have a general character and in fact can be potentially used in different contexts. A number of numerical experiments are provided and critically discussed.