A mini-max problem for self-adjoint Toeplitz matrices

preprint2011arXivOpen access

Abstract

We study a minimum problem and associated maximum problem for finite, complex, self-adjoint Toeplitz matrices. If AA is such a matrix, of size (N+1)(N+1)-by-(N+1)(N+1), we identify AA with the operator it represents on PNP_N, the space of complex polynomials of degrees at most NN, with the usual Hilbert space structure it inherits as a subspace of L2L^2 of the unit circle. The operator AA is the compression to PNP_N of the multiplication operator on L2L^2 induced by any function in L∞L^{\infty} whose Fourier coefficients of indices between −N-N and NN match the matrix entries of AA. Our minimum problem is to minimize the L∞L^{\infty} norm of such inducers. We show there is a unique one of minimum norm, and we describe it. The associated maximum problem asks for the maximum of the ratio of the preceding minimum to the operator norm. That problem remains largely open. We present some suggestive numerical evidence.

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