This makes it a Hermitian Toeplitz matrix. Analytical expressions for the eigenvectors of the exponential correlation matrix are presented, and closed form approximations of the eigenvalues for the ...

For the engineering community, Gray's tutorial monograph on Toeplitz and circulant matrices has been, and remains, the best elementary introduction to the Szego theory on large Toeplitz matrices. In ...

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The notion of a normal matrix includes as special cases real symmetric matrices, hermitian matrices, orthogonal matrices, and unitary matrices. We next describe the QR-factorization of a matrix and ...