A note on the eigenvalues, singular values, and eigenvectors of Toeplitz and Hankel matrices

Sven-Erik Ekström, Stefano Serra-Capizzano, Paris Vassalos

Published 2022-03-14Version 1

In a series of recent papers the spectral behavior of the matrix sequence $\{Y_nT_n(f)\}$ is studied in the sense of the spectral distribution, where $Y_n$ is the main antidiagonal (or flip matrix) and $T_n(f)$ is the Toeplitz matrix generated by the function $f$, with $f$ being Lebesgue integrable and with real Fourier coefficients. This kind of study is also motivated by computational purposes for the solution of the related large linear systems using the (preconditioned) MINRES algorithm. Here we complement the spectral study with more results holding both asymptotically and for a fixed dimension $n$, and with regard to eigenvalues and singular values: the final target is the design of ad hoc procedures for the computation of the related spectra via matrix-less algorithms, with a cost being linear in the number of computed eigenvalues. We emphasize that the challenge of the case of non-monotone generating functions is considered in this note, for which the previous matrix-less algorithms fail. Numerical experiments are reported and commented, with the aim of showing in a visual way the theoretical analysis.