On the Singular Values of Toeplitz Matrices
Harold Widom
University of California at Santa Cruz, USA
Abstract
In 1920 G. Szegö proved the basic result concerning the asymptotic distribution of the eigenvalues of selfadjoint Toeplitz matrices . An analogous result holds for the singular values in case is not necessarily selfadjoint. In this paper we present a refinement of this (a second-order result) and also determine the limiting set of the singular values, both under appropriate hypotheses in the function .
Cite this article
Harold Widom, On the Singular Values of Toeplitz Matrices. Z. Anal. Anwend. 8 (1989), no. 3, pp. 221–229
DOI 10.4171/ZAA/350