On algebras of Toeplitz plus Hankel matrices

Permutability of Toeplitz and Hankel matrices

CONTENTS Introduction Chapter I. The algebraic structure of the spaces of Toeplitz and Hankel matrices § 1. Basic definitions § 2. Basic notation § 3. Statement of the theorems § 4. Auxiliary lemmas § 5. Proof of the theorems Chapter II. Fast computations in some problems of linear algebra connected with Toeplitz and Hankel matrices § 1. Basic definitions and notation § 2. Statement of the theorems § 3. Auxiliary lemmas § 4. Proof of the theorems Chapter III. The fast prediction of stochastic processes § 1. The fast prediction of stationary stochastic processes § 2. The fast prediction of piecewise constant random functions Chapter IV. The structure of Toeplitz and Hankel integral operators § 1. Definitions § 2. Notation § 3. Statement of the theorems References

Triangular factorization of general N × N Hermitian matrices requires O(N 3) operations. We present a procedure that factors certain structured matrices in O(N 2) operations. The family of structured matrices considered in this paper includes Toeplitz and Hankel matrices, as well as a variety of ‘Toeplitz-like’ and ‘Hankel-like’ matrices (e.g. inverses, sums and products of Toeplitz and Hankel matrices).

Conditions for commuting a Toeplitz matrix and a Hankel matrix were obtained relatively recently (in 2015). The solution to the problem of describing all anti-commuting pairs (T, H), where T is a Toeplitz matrix and H is a Hankel matrix, is sketched below.

Some identities for determinants of structured matrices

This paper is a survey of some works on paracommutators and Hankel operators in China, which are the subjects I have been studying since 1985. The classical Hankel operator is defined on the Hilbert space l 2 by the Hankel matrix Γ = {b n+k } n,k ≥0, and the Toeplitz operator is defined also on l 2 by the toeplitz matrix T = {b n−k } n≥k≥0. By the theory of the Fourier series both of them become the operators on the Hardy space \( {{H}^{2}}(T) = \{ f \in {{L}^{2}}(T):\hat{f}(n) = 0,n < 0\} . \). Let \( \overline H ^2 (T) \) denote the conjugate Hardy space and P,P denote the ortnogonal projections from L 2(T) into H 2(T),H 2 (T) respectively. Then the Toeplitz operator is defined as follows $$ {T_b}(f) = P(\bar bf),for f \in {H^2}(T) $$ (1.1) and the Hankel operator is defined as follows $$ {H_b}(f) = \bar P(\bar bf),for f \in {H^2}(T).$$ (1.2)

Kernel structure of block Hankel and Toeplitz matrices and partial realization

We say that square matrices A and B of the same order quasi-commute if AB = σBA for a certain scalar σ. The classical definitions of commutation and anti-commutation are particular cases of the above definition. We give a complete description of pairs of quasi-commuting Toeplitz and Hankel matrices for σ ≠ ±1.

A Widom like formula for some Toeplitz plus Hankel determinants

We consider the Hecke algebra on homogeneous trees. We prove that it is a maximal abelian subalgebra of some operator algebras if the degree of the tree is greater than 2. There we show the influence of geometry of the tree on that fact. If the degree is 2 (for example, in the case of integers) then we show that operators which commute with the Hecke algebra can be uniquely represented as a sum of Hankel and Toeplitz matrices.

In this paper we study the problem of quantizing theories defined over a nonclassical configuration space. If one follows the path-integral approach, the first problem one is faced with is the one of definition of the integral over such spaces. We consider this problem and we show how to define an integration which respects the physical principle of composition of the probability amplitudes for a very large class of algebras. 1 Introduction and

Large sample identification spectral estimation problems of a noisy multivariate autoregressive process are solved independent of the probability law governing the observed data. Several different representations of a noisy multivariate autoregressive process are studied and linked to the properties of the block Toeplitz and Hankel matrices derived from the auto-correlation function of the process. Under a simple condition, the parameter estimators for the auto-regressive coefficients and noise statistics derived by solving block Toeplitz and Hankel matrix equations are shown to be strongly consistent. Asymptotic distributions of the parameter estimators are derived and used to compute the confidence bounds of the spectral estimators. For order selection, the Akaike Information Criterion (AIC) is modified into a form independent of the probability law of the observed data.

Averaging operations are considered in connection with exponential splitting methods. Toeplitz plus Hankel related matrices are resplit by applying appropriate averaging operators leading to a hierarchy of structured matrices. With the resulting parts, the option of using exponential splitting methods becomes available. A related, seemingly important group of unitary unipotents is looked at. Based on a formula due to Lenard, a very fast iterative method to find the nearest Toeplitz plus Hankel matrix in the Frobenius norm is devised.

Fast filtering of noisy autoregressive signals

On the inverses of Toeplitz-plus-Hankel matrices