Are the Eigenvalues of Preconditioned Banded Symmetric Toeplitz Matrices Known in Almost Closed Form?

Fayyaz Ahmad, Eman Salem Al-Aidarous, Dina Abdullah Alrehaili, Sven-Erik Ekström, Isabella Furci, and Stefano Serra-Capizzano

June 2017

Abstract:

Bogoya, Böttcher, Grudsky, and Maximenko have recently obtained the precise asymptotic expansion for the eigenvalues of a sequence of Toeplitz matrices {T_n(f)}, under suitable assumptions on the associated generating function f. In this paper we provide numerical evidence that some of these assumptions can be relaxed and extended to the case of a sequence of preconditioned Toeplitz matrices {T_n^-1(g)T_n(f)}, for f trigonometric polynomial, g nonnegative, not identically zero trigonometric polynomial, r=f/g, and where the ratio r(·) plays the same role as f(·) in the nonpreconditioned case. Moreover, based on the eigenvalue asymptotics, we devise an extrapolation algorithm for computing the eigenvalues of preconditioned banded symmetric Toeplitz matrices with a high level of accuracy, with a relatively low computational cost, and with potential application to the computation of the spectrum of differential operators.

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