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Needs:
Real Matrices
Needed by:
Circulant Matrix Eigendecompositions
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Circulant Matrices

Why

1

Definition

Define $S \in \R ^{d \times d}$ by

\[ S = \bmat{ 0 & 0 & \dots & 0 & 1 \\ 0 & 1 & \cdots & 0 & 0 \\ 0 & 0 & \ddots & 0 & 0 \\ 0 & 0 & \cdots & 1 & 0 \\ } \]

For a vector $x \in \R ^d$ the down shift of $x$ is $Sx$.

Let $A \in \R ^{d \times d}$ be a matrix with columsn $a_1, \dots , a_d$. $A$ is a circulant matrix if $a_1 = Sa_d$, $a2 = Sa_2$, and $a_i = A_{i -1}$ for $i = 2, \dots , d$.

Example

For example, the matrix

\[ \bmat{ 1 & 4 & 3 & 2 \\ 2 & 1 & 4 & 3 \\ 3 & 2 & 1 & 4 \\ 4 & 3 & 2 & 1 \\ } \]

is a circulant matrix.

Characterization

A matrix $C \in \R ^{d \times d}$ is circulant if and only if there exists $c_0, \dots , c_{d-1}$ so that

\[ C = c_0I + c_1 S + c_2S^2 + \cdot s + c_{n-1}S^{n-1}. \]

Properties

The sum and product of any two circulant matrix is circulant. In other words, the circulant matrices with the usual matrix addition and multiplication form a commutative ring.


  1. Future sheets will include. These matrices arise in practice and each has the same eigenvectors. ↩︎
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