Toeplitz condition numbers as an H∞H^{\infty} interpolation problem

preprint2011arXivOpen access

Abstract

The condition numbers CN(T)==∣∣T∣∣.∣∣T−1∣∣CN(T)==||T|| .||T^{-1}|| of Toeplitz and analytic n×nn\times n matrices TT are studied. It is shown that the supremum of CN(T)CN(T) over all such matrices with ∣∣T∣∣≤1||T|| \leq1 and the given minimum of eigenvalues r=mini=1..n∣λi∣>0r=min_{i=1..n}|λ_{i}|>0 behaves as the corresponding supremum over all n×nn\times n matrices (i.e., as 1rn\frac{1}{r{}^{n}} (Kronecker)), and this equivalence is uniform in nn and rr. The proof is based on a use of the Sarason-Sz.Nagy-Foias commutant lifting theorem.

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