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 $A$?