Skip to main content

All Questions

Filter by
Sorted by
Tagged with
2 votes
0 answers
121 views

Eigenvalues of two positive-definite Toeplitz matrices

Consider two positive-definite Toeplitz matrices $M_1$ and $M_2$ both with dimension $2^j \times 2^j$. Their matrix elements are: $$M_1[x,y] = \frac{\text{sin}(\pi(x-y)/2^j)}{\pi(x-y)} \qquad M_2[x,y] ...
Chriscrosser's user avatar
3 votes
0 answers
182 views

Diagonalization of Hermitian Matrix Polynomials

I have a question on the decomposition of polynomial matrices. Suppose $A(\lambda) = \sum_{j=0}^L \lambda^j A_j$ is an $n \times n$ matrix of polynomials, which is Hermitian on the real axis $\lambda ...
William's user avatar
  • 31