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This could be "massaged" into a semidefinite program (SDP) or quadratic program (QP), both convex. Pedantic edit of the title.
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Finding nearest Toeplitz matrix nearest to a given matrix

Determine Finding nearest Toeplitz matrix to a given matrix

For an arbitrary $NXN$$N\times N$ Hermitian matrix $A$., I want to derive a Toeplitz matrix from $A$ such that the eigenvectors of both matrix hasmatrices have minimal change. 

Specifically I want find the Toeplitz matrix such that its L2the $L^2$ norm between the eigenvectors of the Toeplitz matrix and eigenvectors of the matrix $A$ is minimumminimal. Is there any other alternative method other than searching numerically search for the matrix;matrix? What is the computational cost of such such search would be very long?

I am aware of some work done related to perturbationperturbations of Toeplitz matrices, in addition eigenvectors of banded toeplitz matrix is studied, but the matrix I want in my application is not banded. I would appreciate any suggestion.

Edit: Is the problem tractable/solvable/realistic if we are given a sequence of matrices $A^n$ instead of $A$?

Determine Toeplitz matrix

For an arbitrary $NXN$ Hermitian matrix $A$. I want to derive a Toeplitz matrix from $A$ such that eigenvectors of both matrix has minimal change. Specifically I want find the Toeplitz matrix such that its L2 norm between the eigenvectors of the Toeplitz matrix and eigenvectors of the matrix $A$ is minimum. Is there any other alternative method than numerically search for the matrix; such search would be very long?

I am aware of some work done related to perturbation of Toeplitz matrices, in addition eigenvectors of banded toeplitz matrix is studied, but the matrix I want in my application is not banded. I would appreciate any suggestion.

Edit: Is the problem tractable/solvable/realistic if we are given a sequence of matrices $A^n$ instead of $A$?

Finding nearest Toeplitz matrix to a given matrix

For an arbitrary $N\times N$ Hermitian matrix $A$, I want to derive a Toeplitz matrix from $A$ such that the eigenvectors of both matrices have minimal change. 

Specifically I want find the Toeplitz matrix such that the $L^2$ norm between the eigenvectors of the Toeplitz matrix and eigenvectors of the matrix $A$ is minimal. Is there any alternative method other than searching numerically for the matrix? What is the computational cost of such such search?

I am aware of some work done related to perturbations of Toeplitz matrices, in addition eigenvectors of banded toeplitz matrix is studied, but the matrix I want in my application is not banded. I would appreciate any suggestion.

Edit: Is the problem tractable/solvable/realistic if we are given a sequence of matrices $A^n$ instead of $A$?

added additional matrices.
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Source Link
Creator
  • 495
  • 1
  • 4
  • 13
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