Spectra of multilevel toeplitz matrices: Advanced theory via simple matrix relationships

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Abstract

We consider the eigenvalue and singular-value distributions for m-level Toeplitz matrices generated by a complex-valued periodic function ƒ of m real variables. We show that familiar formulations for ƒ L (due to Szegő and others) can be preserved so long as f L1, and what is more, with G. Weyl's definitions just a bit changed. In contrast to other approaches, the one we follow is based on simple matrix relationships.

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The work of both authors was supported in part by the Russian Fund of Basic Research under grant 97-01-00155.