11,906
Views
11
CrossRef citations to date
0
Altmetric
Research Article

On some properties of Toeplitz matrices

, & | (Reviewing Editor)
Article: 1154705 | Received 14 Oct 2015, Accepted 05 Feb 2016, Published online: 16 Mar 2016

Abstract

In this paper, we investigate some properties of Toeplitz matrices with respect to different matrix products. We also give some results regarding circulant matrices, skew-circulant matrices and approximation by Toeplitz matrices over the field of complex numbers.

View correction statement:
Correction

Public Interest Statement

Toeplitz matrices arise in a variety of problems in applied mathematics and engineering such as queuing theory, signal processing, time series analysis, integral equations, etc. Despite the fact that Toeplitz matrices have been around for a long time, there are still a number of open problems regarding Toeplitz matrices and Toeplitz operators. One of them is counting the number of involutory and nilpotent Toeplitz matrices over a finite field. In this paper, we provide some solutions to the problem only in very specific cases. We also give several optimal approximation results for Toeplitz, circulant and skew-circulant matrices over the field of complex numbers. Furthermore, we give a characterization for pairs of Toeplitz matrices over a commutative ring whose product with respect to the usual multiplication or the Kronecker product is Toeplitz.

1. Introduction

Toeplitz matrices are important both in theory and application. For example, it is known that a large class of matrices are similar to Toeplitz matrices (Heinig, Citation2001; Mackey, Mackey, & Petrovic, Citation1999). Moreover, it is shown that every matrix is a product of Toeplitz matrices (Lim & Ye, Citation2013).

The notation of this paper is as follows. An n×n Toeplitz matrix T is denoted by T=[tij]=[ti-j], for 1i,jn; which implies all the entries along each of the 2n-1 diagonals are the same. A circulant matrix C is a Toeplitz matrix where each row is obtained by applying the permutation (1 2 ... n) to the previous row. A skew-circulant matrix S differs from a circulant matrix C only by a change in the sign in the subdiagonal entries, i.e. sij=cij when ji and sij=-cij when j<i. A matrix T is involutory if T2=I, and is called nilpotent of degree k if Tk=0, but Tk-10.

This paper is organized as follows. In Section 2, we characterize those Toeplitz matrices over a commutative ring (of any characteristic) having the property that their product is a Toeplitz matrix. We consider also Kronecker products of Toeplitz matrices. Fuethermore, we give some combinatorial results over the finite prime field Zp.

In Section 3, we count the number of involutory and degree two nilpotent Toeplitz matrices in Mn(Zp) for particular values of n or p.

In Section 4, Toeplitz matrices over the field of complex numbers are studied. We show that for any matrix, there exists a closest Topelitz matrix (with respect to the Frobenius norm) that approximates it. We describe the equivalence classes of Toeplitz matrices and give several results regarding circulant and skew-circulant matrices.

2. Product of Toeplitz matrices over a commutative ring

We consider three different binary operations, the usual matrix multiplication, Kronecker product and Schur product, denoted by AB, AB and AB, respectively. With the exception of Schur product, the set of Toeplitz matrices is neither closed under the usual matrix multiplication nor under the Kronecker product. We characterize those pairs of Toeplitz matrices whose product with respect to the usual multiplication or the Kronecker product is Toeplitz again. The following theorem gives a characterization in terms of the usual matrix multiplication:

Theorem 2.1

If A={αi-j} and B={βi-j} are two n×n Toeplitz matrices over a commutative ring, then AB is a Toeplitz matrix if and only if the following system of equations, of (n-1)2 equations with 4(n-1) variables, holds:αiβ-j-αi-nβn-j=0where1i,jn-1

Proof

If we set C=AB, by the product formula we have:ci+1j+1=k=1nα(i+1)-kβk-(j+1)=αiβ-j+k=2nα(i+1)-kβk-(j+1)=αiβ-j+k=1n-1αi-kβk-j=αiβ-j-αi-nβn-j+k=1nαi-kβk-j=αiβ-j-αi-nβn-j+cij

By definition, C is a Toeplitz matrix if and only if ci+1j+1=cij. Therefore, C is Toeplitz if and only if αiβ-j-αi-nβn-j=0 where 1i,jn-1.

It is clear that the inverse of an arbitrary nonsingular Toeplitz matrix is not necessarily Toeplitz. However, the following proposition shows how stability under inversion, with respect to being Toeplitz, is related to stability under multiplication. For an arbitrary n×n matrix A over a commutative ring, we can compute the coefficients of the characteristic polynomial pA(x) in many different ways, including the eigenvalues of the matrix, or the entries of the matrix (Brooks, Citation2006). In particular, we wish to use the following formula to compute the coefficients:pA(x)=m=0nxn-m(-1)mtr(ΛmA)

where ΛmA is the mth exterior power of A. Furthermore, if the characteristic of the commutative ring is zero then it is known (Winitzki, Citation2010, 3.9) that tr(ΛmA)=1m!det(C) whereC=tr(A)m-100tr(A2)tr(A)m-200tr(A3)tr(A2)tr(A)m-3000tr(Am-1)tr(Am-2)1tr(Am)tr(Am-1)tr(A3)tr(A2)tr(A)

Proposition 2.2

For an n×n invertible Toeplitz matrix A={αi} over a commutative ring, if every Am, for m=2,,n-1, is Toeplitz, then A-1 is a Toeplitz matrix. Furthermore, if the Toeplitz matrix is considered over a ring of characteristic zero, we have tr(Am)=n(Am)0 where(Am)0=km-1=0n-1α-km-1km-2=0n-1αkm-1-km-2km-3=0n-1αkm-2-km-3, k0=0 and the symbol k0=0n-1 disappears.

Proof

By the Cayley–Hamilton Theorem, A-1=(-1)n-1det(A)(An-1+cn-1An-2+c1I), where each coefficient cn-m of the characteristic polynomial could be explicitly computed as the sum of all principal minors of A of size m. Furthermore, if the matrix is considered over a commutative ring of characteristic zero, then we have cn-m=(-1)mm!det(C). The trace of a Toeplitz matrix is simply n times its diagonal entry, but the diagonal entry of a the m-th power of A, denoted by (Am)0 here, can be calculated recursively.

Remark 2.3

If an upper (lower) triangular Toeplitz matrix is invertible, then its inverse is Toeplitz, because the product of two upper (lower) triangular Toeplitz matrices is again an upper (lower) triangular Toeplitz matrix. Since an upper (lower) unitriangular matrix is always invertible and its inverse is an upper (lower) unitriangular matrix, the inverse of any upper (lower) unitriangular Toeplitz matrix is also an upper (lower) unitriangular Toeplitz matrix.

Theorem 2.4

Let A={αi} be an n×n Toeplitz matrix and B={βj} be an m×m Toeplitz matrix over a commutative ring. The mn×mn matrix AB is Toeplitz if and only if the following system of equations, of 2(m-1)(n-1) equations with 2(n+m)-3 variables, holds:αiβj=αi-1βm+jj<0andi1-nαi+1βj-mj>0andin-1

where i{1-n,2-n,,n-2,n-1} and j{1-m,2-m,,m-2,m-1}-{0}.

Proof

With regard to the Kronecker multiplication of two matrices, AB consists of n2 blocks of Toeplitz matrices, and it is Toeplitz if and only if each of the (2nm-1) diagonals has the same entries, i.e. if and only if for each diagonal, which is formed by concatenation of diagonals of the adjacent blocks, the entries agree with each other.

Clearly, for the top right corner block in AB, there is no concatenation, and therefore, the top m-1 diagonals always satisfy the property, and the same fact holds for the bottom m-1 diagonals of AB. Furthermore, the main diagonal of AB is just the concatenation of n copies of the main diagonal of B, multiplied by α0, i.e. it is simply α0β0. We also notice that for the diagonals of AB that are the result of concatenation of the main diagonals of some internal blocks, we have no extra conditions and each of them always has the same entry since A and B are both Toeplitz.

Regarding the remaining diagonals, however, we certainly have concatenation of different diagonals of adjacent blocks, which should agree. A simple computation shows that the above equations are coming from those concatenations. Thus, out of the 2mn-1 diagonals of AB, always (2n-1)+2(m-1) of them satisfy the property, from which 2n-1 comes from the fact that holds for the main diagonals, and 2(m-1) from the diagonals, coming from the single blocks on the top-right and bottom-left corners.

Let Fq be a finite field with q elements and let(α¯,β¯)=(α1-n,α-1,α1,,αn-1,β1-n,,β-1,β1,,βn-1).

Define the following setVP(n,q)={(α¯,β¯)PFq4n-5:αiβ-j-αi-nβn-j=0,1i,jn-1}

where PFq4n-5 is the (4n-5)-dimensional projective space over Fq. Since the equations of Theorem 2.1 are homogeneous, VP(n,q) is a projective variety and an upper bound of its cardinality can be given by the Lang–Weil estimate (Ghorpade & Lachaud, Citation2002; Lang & Weil, Citation1954). Similarly, we can define an affine varietyVA(n,p)={(α¯,β¯)Fp4(n-1):αiβ-j-αi-nβn-j=0,1i,jn-1}

As an example, one can check that |VA(2,p)|=p3+p2-p and |VA(3,p)|=p5+3p4-2p3-2p2+p.

3. Involutory and nilpotent Toeplitz matrices over the finite field Zp

Let ϕ(n,p) and ψ(n,p), respectively, denote the number of involutory Toeplitz matrices and nilpotent Toeplitz matrices of degree two in Mn(Zp). In the following theorem, we calculate ϕ(n,p) for specific values of p or n. Clearly, for a Toeplitz matrix A in Mn(Zp), A is involutory if and only if A+I2 is idempotent. In this case, since A+I2 is again a Toeplitz matrix in Mn(Zp), for p2, ϕ(n,p) also gives us the number of idempotent Toeplitz matrices in Mn(Zp). Moreover, for p=2, a Toeplitz matrix A is a nontrivial involutory matrix if and only if the Toeplitz matrix (A-I) is nilpotent of degree two. Therefore, ϕ(n,2)-1 is also the number of degree two nilpotent Toeplitz matrices when n is odd.

Theorem 3.1

The following hold:

(i)

If n is odd then ϕ(n,2)=2ϕ(n-2,2)+1 or equivalently ϕ(n,2)=2n+12-1

(ii)

ϕ(p,p)=2 if p=3,5,...

(iii)

ϕ(n,p)=2n-2(p-1)+2 if n{2,4} and p{3,5,7,...} or if n=3 and p{5,7,}

Proof

 

(i)

Let n=2k+1 where k1. Let T={ti-j} be an involutory Toeplitz matrix. The anti-diagonal entries of C=T2 are of the following form: c(n-i)(i+1)=l=1nt(n-i)-ltl-(i+1)=tn-i-1t-i+tn-i-2t1-i+...+tn-i-n+12tn+12-(i+1)++t(n-i)-(n-1)t(n-1)-(i+1)+t-itn-i-1=2t(n-i)-(n-1)t(n-1)-(i+1)+2t-itn-i-1++tn-2i-122=tn-2i-12 where i=0,....,n-1. If C=I then c(n-i)(i+1)=tn-2i-12=δ(n-i)(i+1). Hence, cn+12n+12=t0=1 if i=n-12 and tn-2i-12=0 if i=0,...,n-1 and in-12. Therefore, 2k+1 entries tl where l=-k,...,-2,-1,0,1,2,...,k are known, while 2k entries tl where l=-2k,...,-k-1,k+1,...,2k are unknown. Therefore, the matrix T must be of the following form: 100t-k-1t-2k01000t-k-1t-2k+1t2k-2100t2k-1tk+10010t2kt2k-1tk+1001 It is easy to see that for the matrix T which is illustrated above, the equation T2=I, in Z2, gives the following k2 equations in Z2: ti-ntn-j=01i,jk If ti-n=0 for all i, then tn-j can be either zero or one for any j. Therefore, there are 2k solutions in this case. Similarly, if tn-j=0 for all j, then ti-n can be either zero or one for any i. Therefore, there are 2k solutions in this case as well. However, we counted the case that ti-n=tn-j=0 for all 1i,jk twice. Hence, there are 2×2k-1 solutions in total. Since k=n-12, we conclude that there are 2n+12-1 solutions in total.

(ii)

Since trace(T)=pt0=0 (mod p), the sum of eigenvalues of T must be zero. This is only possible if all eigenvalues of T are 1 or all are -1.

(iii)

For n=2, the matrix equation T2=I, in Zp, where p is odd, gives the following equations in Zp: t02+t1t-1=1,t0t-1=t0t1=0 If t0=0 then t1t-1=1 which has p-1 solutions in Zp. If t00, then t02=1 and t1t-1=t0t-1=t0t1=0 which has two solutions, t0=1, t1=t-1=0 and t0=p-1, t1=t-1=0. Therefore, there are (p-1)+2 solutions when n=2.

For n=3, the matrix equation T2=I, in Zp, where p is odd and greater than 3, gives the following equations in Zp:t02+2t1t-1=1,2t0t-1+t1t-2=t-12+2t0t-2=2t0t1+t-1t2=t12+2t0t2=0,t1t-1=t2t-2

We note that t0 cannot be zero because if t0=0, then t1=0 because of the equation t12+2t0t2=0 and the first equation in the above gives a contradiction. Furthermore, it follows from the above equations and invertibility of t0 that if t1=0, then t-1=t2=t-2=0, t02=1, and if t-1=0, then t1=t2=t-2=0, t02=1. Hence, we have two solutions in this case, namely t0=1, t1=t-1=t2=t-2=0 and t0=p-1, t1=t-1=t2=t-2=0. Therefore, the remaining case is when t1 and t-1 are both invertible which means that by knowing the values of t0, t1 and t-1, we can uniquely determine the values of t2 and t-2 from the equations. Thus, it suffices to count the solutions of the equation t02+2t1t-1=1. Since the equation t02+2t1t-1=1 has 2(p-1) solutions in Zp, where p is odd and greater than 3, there are 2(p-1)+2 solutions in total.

For n=4, the matrix equation T2=I, in Zp, where p is odd, gives the following equations in Zp:t02+2t1t-1+t2t-2=1,t0t-1+t1t-2=t0t-3+t-1t-2=t0t1+t2t-1=t0t3+t1t2=0,t3t-3=t1t-1,t1t-2=t2t-3,t2t-1=t3t-2,t-12+t1t-3+2t0t-2=t12+t-1t3+2t0t2=0

The above equations indicate that if t0=0, then either t1=t-1=t3=t-3=0, and t2t-2=1 or t2=t-2=0, t3=-t-1-1t12, t-3=-t1-1t-12 and 2t1t-1=1. Since each of the equations t2t-2=1 and 2t1t-1=1 has p-1 solutions in Zp, there are 2(p-1) solutions when t0=0. If t00, then there are two cases to consider: (1) If either t1 or t-1 is zero, then it follows from the above equations that all variables except t0 must be zero. Therefore, this case leads to the equation t02=1 which has two solutions. (2) If neither t1 nor t-1 is zero, then the above equations can be simplified as follows:t-2=-t1-1t0t-1,t2=-t-1-1t0t1,t-3=t-12t1-1,t3=t12t-1-1,t1t-1=t2t-2=t02,4t02=1

The equations 4t02=1 and t1t-1=t02 lead to equations t1t-1=p+12 and t1t-1=p2-12 each of which has 2(p-1) solutions. Therefore, if t00, then there are 2(p-1)+2 solutions, and if t0=0, then there are 2(p-1) solutions. Hence, there are 4(p-1)+2 solutions in total.

Conjecture 3.2

If n is even then ϕ(n,2)=2ϕ(n-2,2)+2 or equivalently ϕ(n,2)=3×2n2-2.

Theorem 3.3

The following hold:

(i)

ψ(2,p)=2p-2ifp23ifp=2

(ii)

ψ(3,p)=2p-2ifp38ifp=3

Proof

 

(i)

The matrix equation T2=0 results in the following equations: t02+t-1t1=0,2t0t1=0,2t0t-1=0 If p=2, then there is just one equation t02+t-1t1=0 which has three solutions. Assume p2, if t1 and t-1 are both nonzero, then the equation t1t-1=0 is a contradiction. Therefore, either t1 and t-1 are both zero which we do not count or one of them is nonzero which gives 2(p-1) solutions. Hence, there are 2(p-1) solutions in total.

(ii)

The matrix equation T2=0 results in the following equations: t02=-2t-1t1=-t2t-2-t1t-1,t12=-2t0t2,t-12=-2t0t-2,t2t-1=-2t0t1,t1t-2=-2t0t-1 It follows from the above equations that the cases in which t1=0 and t-10 or t-1=0 and t10 result in contradictions. If t1=t-1=0, then t0=0 and the equation t2t-2=0 has 2p-2 solutions. If t10, t-10 and p3, then the equation -9t1t-1=0 which follows from the above equations is a contradiction. Therefore, the case t10 and t-10 is not possible when p3 and there are 2p-2 solutions in total. If t10, t-10 and p=3, then the equation -9t1t-1=0 is no longer a contradiction and there are four solutions for this case and 2×3-2 solutions for the previous case which amounts to eight solutions when p=3.

Remark 3.4

For matrices in Mn(Zp), it is known that the number of invertible, involutory (Hodges, Citation1958) and nilpotent (Fine & Herstein, Citation1958) matrices are as follows:g(n,p)=i=0n-1(pn-pi)I(n,p)=g(n,p)i=0n1g(i,p)g(n-i,p)ifpisoddg(n,p)02inp-i(2n-3i)g(i,p)g(n-2i,p)ifpisevenl(n,p)=pn2-n

Therefore, the probabilities of being invertible, involutory and nilpotent are g(n,p)pn2, I(n,p)pn2 and l(n,p)pn2=1pn, respectively. Since the number of invertible Toeplitz matrices is (p-1)p2n-2 (Kaltofen & Lobo, Citation1996, Theorem 4), the probability that a Toeplitz matrix is invertible is (p-1)p2n-2p2n-1=1-1p which is independent of n. By Theorem 3.1, the probability that a Toeplitz matrix in Mn(Z2), where n is odd, is involutory is 21-2n(2n+12-1)12.

Theorem 3.5

Let G(n,p,m)={TMn(Zp) : TT...Tmtimes=J and T is Toeplitz } where is the Schur product and J is the matrix with all entries equal to 1. The cardinality of the set G(npm) is gcd(m,p-1)2n-1.

Proof

The entries of T must satisfy the equation tijm=1 (mod p). Therefore, we are counting elements of Zp that their order divides m and their order also divides p-1, i.e. their order divides gcd(m,p-1). Hence,d|gcd(m,p-1)ϕ(d)=gcd(m,p-1)

where ϕ is Euler’s totient function. Since there are 2n-1 distinct elements, there are gcd(m,p-1)2n-1 different matrices T with the aforementioned properties.

4. Toeplitz matrices over the complex field C

In this section, we consider Toeplitz matrices over the complex field C. We define a metric that measures how far a matrix is from being Toeplitz. We can associate a Toeplitz matrix TA to any matrix A as follows:t1j=l=0ka1+lj+lk+11jn-1,k=n-jti1=l=0kai+l1+lk+11in-1,k=n-itij=ti+lj+l,i+ln,j+lnt1n=a1n,tn1=an1

For example, the associated Toeplitz matrix to A=3-115, is TA=4-114 and we observe that d(A,TA)=A-TAop=1 where op is the operator norm. If A is a Toeplitz matrix, then d(A,TA) is zero.

Theorem 4.1

If TA is the associated Toeplitz matrix of A such that TA-Aop<ϵ where ϵ>0, then

(i)

[TA,A]op<2ϵmin{TAop,Aop},

(ii)

if A is self-adjoint then TA is self-adjoint and furthermore if Aop1 and TAop1, then A and TA are approximately jointly diagonalizable in the sense of Bronstein and Glashoff (Citation2013).

Proof

 

(i)

We have the following inequalities: TAA-ATA-TA2+TA2op<2ϵTAopTAA-ATA-A2+A2op<2ϵAop Therefore, [TA,A]op<2ϵmin{TAop,Aop}.

(ii)

TA is self-adjoint because tij=l=0kai+lj+lk+1=l=0ka¯j+li+lk+1=t¯ji and t1n=a1n, tn1=an1. It follows from Bronstein and Glashoff (Citation2013, [Theorem 4.1]) that if Aop1 and TAop1, then A and TA are approximately jointly diagonalizable.

We now consider involutory Toeplitz matrices over the complex field C. The following simple Proposition shows that if there exists one such matrix, there exist uncountably many.

Proposition 4.2

Ifanan+1an-1anan+1an-1anan+1an+1an-1an

is an involutory Toeplitz matrix over C, and v is a nonzero complex scalar, thenanvan-1v-1an-1anvan-1v-1an-1anvan-1van-1v-n+1a1v-1an-1an

is also an involutory Toeplitz matrix.

Proof

The two matrices are related by a similarity transformation by a diagonal matrix. See for example, Proposition 3.1 in Kucerovsky and Sarraf (Citation2014).

In view of the above result, it would appear inevitable that we should consider some equivalence relation or some restriction on the class of involutory Toeplitz matrices considered. We give two such results:

Theorem 4.3

There are n+1 equivalence classes of involutory Toeplitz matrices in MnC, where the equivalence relation is similarity. Furthermore, every equivalence class contains at least one (involutory) Hermitian circulant matrix.

Proof

Let T be an involutory Toeplitz matrix. Since the polynomial p(x):=x2-1 annihilates T, it follows that the minimal polynomial of T divides p. But because p has distinct roots over C, it follows that the minimal polynomial of T has distinct roots over C, and thus that T is diagonalizable. Thus, T is equivalent under similarity to a diagonal matrix Λ. Let F denote the usual Vandermonde matrix representation of the finite Fourier transform (over C). Then, F-1ΛF is equivalent to T, is a Hermitian matrix and is a circulant (Driessel, Citation2011). Clearly, thus, the number of equivalence classes is given by the number of possible involutory diagonal matrices in Mn(C), after equivalence, which is n + 1. Two diagonal matrices are in the same class after equivalence if and only if the elements of the diagonals are permutations of one another.

Note: the above proof will work in more general fields: we just need sufficiently many roots of unity and the existence of 1 / n.

We can also look at restricting the class of Toeplitz matrices considered:

Theorem 4.4

In Mn(R), the involutory symmetric Toeplitz matrices are all either symmetric real circulants or are symmetric real skew-circulants. If n is even and greater than 2, there are a total of 3·2n2-2 such matrices. If n is odd and greater than 1, there is a total of 2k+32-2 such matrices.

Proof

We observe that if a symmetric real matrix satisfies T2=Id, it is in fact an orthogonal matrix. Orthogonal and symmetric real Toeplitz matrices are either circulants or skew-circulants (Böttcher, Citation2008, [section 3]). From Theorem 4.1 and Theorem 4.2 in Böttcher (Citation2008), if n is odd and greater than 1, there is a total of 2k+32-2 such matrices, and if n is even and greater than 2, there are a total of 3·2n2-2 such matrices.

Theorem 4.5

Consider the Frobenius norm · on the complex n-by-n matrices, Mn(C). Given an arbitrary AMn(C), there exist a unique complex Toeplitz matrix minimizing A-T over all Toeplitz matrices T. This unique minimizing matrix is the Toeplitz matrix given in each diagonal by the average of the elements of the corresponding diagonal of A. The same statement holds in the real case.

Proof

Under this norm, Mn(C) is a complex Hilbert space, with the complex Toeplitz matrices forming a subspace T. Let e1,,e2n-1 denote the Toeplitz matrices that have zero in all diagonals except one, and in that kth diagonal, has elements equal to 1. At the level of Hilbert spaces, this is a finite orthogonal set spanning the subspace T. Thus, we can explicitly construct the projection from Mn(C) onto T in the form:P(A):=k=12n-1<A,ek>ekek.

It is well known that orthogonal projection onto a closed subspace, in Hilbert space, minimizes the norm. In this case, the subspace T is closed as a consequence of its finite-dimensionality. It is clear that P(A) is given in each diagonal by the average of the elements of the corresponding diagonal of A. In the real case, exactly the same proof works, but with real Hilbert spaces instead of complex Hilbert spaces.

It seems interesting to consider generalizations of the above Theorem to the C*-norm on Mn(C). However, projection onto linear subspaces of C*-algebras has poor properties in general. It is not even true that the operation of projection onto a subspace will not increase the norm distance between elements (Silverman, Citation1969). The situation improves when we consider projection onto subalgebras. Tomiyama (Tomiyama) showed that each projection of norm one of a C*-algebra onto a C*-subalgebra is a conditional expectation, and Takesaki (Citation1972) showed that in a finite von Neumann algebra, there exist faithful conditional expectations onto von Neumann subalgebras. We will make use of this result, and will explicitly construct faithful conditional expectations onto the circulant algebra and the skew-circulant algebra. We will show these expectations are basically unique.

For information on circulants and skew-circulants, see Driessel, Citation2011. The circulants of a given order form an abelian subalgebra of Mn(C), as do the skew-circulants. The circulants can be simultaneously diagonalized by (a scalar multiple of) the DFT matrix F:=[ω(i-1)(j-1)] where ω is a primitive (complex) root of unity. The skew-circulants can be simultaneously diagonalized by FΩ1/2 where Ω is a suitable diagonal unitary matrix, see Proposition 31 in Driessel (Citation2011). We will write W=HΛH, where W is a skew-circulant and Λ is a diagonal matrix, or C=FΛF, for a circulant C.

Theorem 4.6

A faithful, trace-preserving, idempotent, conditional expectation of operator norm 1 of MnC onto the circulants is given byϕ(M)=FD(FMF)F,

where D takes all elements that are not on the main diagonal to zero, and preserves the elements of the main diagonal and F is the discrete Fourier transform matrix.

Proof

Since the map mFMF is a unitary transformation diagonalizing the circulants, we must show that the map D is a faithful, idempotent, trace-preserving, conditional expectation of norm 1 of Mn(C) onto the subalgebra of diagonal matrices. To show that D is a conditional expectation, we verify that the defining property D(dmd)=dϕ(m)d holds, where d is a diagonal matrix, and m is in Mn(C). It is apparent that D:Mn(C)Mn(C) preserves the trace. Since the diagonal elements of a positive definite matrix are real and nonnegative, it follows that D maps a positive definite matrix to a positive definite (diagonal) matrix. If D were not faithful, there would be some nonzero positive definite matrix that maps to zero under D. But a positive definite matrix with principal diagonal zero is in fact the zero matrix (Horn & Johnson, Citation1990, p. 398). Conditional expectations are completely positive maps, and a completely positive map of unital algebras has norm one if and only if it takes the unit to the unit. Evidently, the map D is unital, and thus has norm 1. It is clear that D is idempotent.

Corollary 4.7

There is only one idempotent linear mapping of Mn(C) onto the circulant subalgebra in Mn(C). It is given by the map in the above Theorem.

Proof

By Theorem 1 in Tomiyama (Citation1957), by given idempotent linear mapping L is a conditional expectation of a finite-dimensional von Neumann algebra onto a finite-dimensional von Neumann algebra. By finite-dimensionality, the mapping is necessarily normal. By Proposition 1.2 in Tomiyama (Citation1972), the mapping L is necessarily faithful. By Theorem 6.2.2 (and Theorem 6.2.3) in Arveson (Citation1967), the mapping L is unique. It therefore follows that any two maps satisfying the hypotheses of the Corollary are in fact the same map, and clearly, the map provided by Theorem 4.6 satisfies the hypotheses.

From the uniqueness, we have the following further Corollary:

Corollary 4.8

The map of Theorem 4.6 minimizes the error in (operator) norm among all idempotent projections of Mn(C) onto the circulant subalgebra in Mn(C).

Replacing circulants by skew-circulants in the proofs of the last three results, we obtain analoguous results for skew-circulants. We summarize as follows:

Theorem 4.9

A faithful, trace-preserving, idempotent, conditional expectation of operator norm 1 of Mn(C) onto the skew-circulants is given byψ(M)=HD(HMH)H,

where D takes all elements that are not on the main diagonal to zero, and preserves the elements of the main diagonal. This map minimizes the error in (operator) norm among all idempotent projections of Mn(C) onto the skew-circulant subalgebra in Mn(C). H is the matrix provided by Driessel (Citation2011, [Proposition 31]).

Since every Toeplitz matrix can be uniquely decomposed as the sum of a circulant and a skew-circulant, we have the following Remark:

Remark 4.10

For each matrix m, the sum of the maps from Theorems 4.6 and 4.9, mϕ(m)+ψ(m), gives a Toeplitz matrix.

We next consider how the usual product and Schur product interact with circulant property. The finite Fourier transform over the complex numbers can be described most briefly as the unitary transformation that is (up to a scalar multiple) represented by the N-by-N matrix [aij] with aij=ω(i-1)(j-1). The complex number ω is a principal Nth root of unity. This definition can be made in a finite field. If ω is a principal Nth root of unity in a finite field, it follows that ωN=1 and j=0n-1ωji=0 for 1i<N, and these are the main properties used in establishing the well-known properties of the (complex) finite Fourier transform with respect to convolution. In order to be able to invert the generalized finite Fourier transform, it is necessary that N be not divisible by the characteristic of the field. See Chapter 11 of Elliott and Rao (Citation1982) for more information. If these conditions are met, then the generalized finite Fourier transform takes the convolution operation defined by multiplication by a circulant matrix to multiplication by a diagonal matrix, see section 11.2 and 11.3 of Elliott and Rao (Citation1982). Thus, we are able to diagonalize circulant matrices, even over a finite field. The diagonal matrix obtained will be referred to as the eigenvalue matrix of the circulant, and denoted Λ(A) where A is the given circulant. Let us say that a circular convolution of two sequences is the first row of the matrix product of the circulants having the given sequences as their first row. Thus, if Circ(a1,,an)Circ(b1,,bn)=Circ(c1,,cn), then the sequence (c1,,cn) is the circular convolution of (a1,,an) and (b1,,bn).

Proposition 4.11

Let A and B be two circulants, over a finite field with characteristic relatively prime to the matrix dimension N of the circulant matrix. The eigenvalues of AB and AB can be determined in terms of the eigenvalues of A and B. The eigenvalues of AB are given by Λ(A)Λ(B), and the eigenvalues of AB are given by 1NC where C is the circulant matrix whose eigenvalue sequence is the circular convolution of the eigenvalue sequences of A and B.

Proof

Since the generalized Fourier transform is a unitary transformation, W, it is clear that WABW-1=WAW-1WBW-1. Thus, the eigenvalues of AB are the elementwise product of the eigenvalues of A and B. The main issue is the behaviour of the Schur product.

To reduce notation, let us consider first the case where both A and B have the property that all the eigenvalues except one are zero, and that eigenvalue is 1. Then, A=W-1Λ(A)W is an outer product of a row of W and a column of W-1. Since W=[ω(i-1)(j-1)] and W-1=1N[ω-(i-1)(j-1)], we thus have that A=1N[ω(j-i)(k-1)] where k is the index of the nonzero eigenvalue of A. Similarly, B=1N[ω(j-i)(-1)] where is the index of the nonzero eigenvalue of B. Taking the Schur product, we have AB=1N2[ω(j-i)(+k-2)]. We can thus write AB=1NC where C is the circulant matrix with all eigenvalues zero except for a 1 in the (+k-1)th place. Since ωN=1, the values of the exponent in ω(j-i)(+k-2) may be taken as being modulo N. Thus, we see that the eigenvalues of AB are given by 1NC, where the eigenvalue sequence of the circulant matrix C are given by the circular convolution of the eigenvalue sequence of A and the eigenvalue sequence of B. The case of general circulants A and B follows by taking linear combinations.

The above result can be rephrased as follows: if we diagonalize a circulant using the generalized discrete Fourier transform, and then put the eigenvalue sequence into the first row of a circulant matrix, then up to a scalar multiple, Schur products are transformed into matrix products. This transformation is invertible.

Correction

This article was originally published with errors, which have now been corrected in the online version. Please see Correction (http://dx.doi.org/10.1080/25742558.2018.1520444)

Additional information

Funding

This research was partially supported by NSERC [grant number 1-108036-40-01].

Notes on contributors

Dan Kucerovsky

Dan Kucerovsky is a full professor in the Department of Mathematics and Statistics at the University of New Brunswick in Canada. He studied in Oxford and in Paris. He is a former director of the Centre for Noncommutative Geometry and Topology. He has over 50 published papers in several areas of mathematics and statistics.

Kaveh Mousavand

Kaveh Mousavand is a graduate student in the Department of Mathematics at Université du Québec á Montréal (UQAM) in Canada. His research interests are representation theory of finite dimensional algebras and combinatorial algebra.

Aydin Sarraf

Aydin Sarraf received his PhD in Mathematics from University of New Brunswick in Canada. His research interests in mathematics include operator theory, C-algebras and K-theory, and in computer science include computer vision, computational fluid dynamics and computational finance.

References

  • Arveson, W. B. (1967). Analyticity in operator algebras. American Journal of Mathematics , 89 , 578–642.
  • B{\"o}ttcher, A. (2008). Orthogonal symmetric Toeplitz matrices. Complex Analysis and Operator Theory , 2 , 285–298.
  • Brooks, B. P. (2006). The coefficients of the characteristic polynomial in terms of the eigenvalues and the elements of an n × n matrix. Applied Mathematics Letters , 19 , 511–515.
  • Bronstein, M. M. , & Glashoff, K. (2013). Almost-commuting matrices are almost jointly diagonalizable , arXiv:1305.2135.
  • Driessel, K. R. (2011). A relation between some special centro-skew, near-Toeplitz, tridiagonal matrices and circulant matrices . arXiv:1102.1953v2.
  • Elliott, D. F. , & Rao, K. R. (1982). Fast transforms, algorithms, analyses, applications . New York, NY: Academic Press.
  • Fine, N. J. , & Herstein, I. N. (1958). The probability that a matrix be nilpotent. Illinois Journal of Mathematics , 2 , 499–504.
  • Ghorpade, S. R. , & Lachaud, G. (2002). Number of solutions of equations over finite fields and a conjecture of Lang and Weil. Number theory and discrete mathematics (pp. 269–291). Basel: Springer.
  • Heinig, G. (2001). Not every matrix is similar to a Toeplitz matrix. Linear Algebra and its Applications , 332 , 519–531.
  • Hodges, J. H. (1958). The matrix equation X 2− I=0 over a finite field. The American Mathematical Monthly , 65 , 518–520.
  • Horn, R. A. , & Johnson, C. R. (1990). Matrix analysis . Cambridge: Cambridge University Press.
  • Kaltofen, E. , & Lobo, A. (1996). On rank properties of Toeplitz matrices over finite fields. In ISSAC ’96 Proceedings of the 1996 International Symposium on Symbolic and Algebraic Computation (pp. 241–249).New York, NY: ACM.
  • Kucerovsky, D. , & Sarraf, A. (2014). Schur multipliers and matrix products. Houston Journal of Mathematics , 40 , 837–850.
  • Lang, S. , & Weil, A. (1954). Number of points of varieties in finite fields. American Journal of Mathematics , 76 , 819–827.
  • Lim, L. H. , & Ye, K. (2013). Every matrix is a product of Toeplitz matrices . arXiv:1307.5132.
  • Mackey, D. S. , Mackey, N. , & Petrovic, S. (1999). Is every matrix similar to a Toeplitz matrix? Linear Algebra and its Applications , 297 , 87–105.
  • Silverman, E. (1969). A weak projection of C onto a Euclidean subspace. Transactions of the AMS , 136 , 381–390.
  • Takesaki, M. (1972). Conditional expectations in von Neumann algebras. Journal of Functional Analysis , 9 , 306–321.
  • Tomiyama, J. (1957). On the projection of norm one in W*-algebras. Proceedings of the Japan Academy , 33 , 608–612.
  • Tomiyama, J. (1972). On some types of maximal Abelian subalgebras. Journal of Functional Analysis , 10 , 373–386.
  • Winitzki, S. (2010). Linear algebra via exterior products . San Bernardino: Lulu.