On the Singular Values of Toeplitz Matrices
Harold Widom
University of California at Santa Cruz, USA
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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