search for: toeplitzmatrix

...x 400 random matrix^1000 (sec.) : " [1] 0.1899414 [1] "Eigenval. of a 300 x 300 randommatrix (sec.) :" [1] 58.55005 [1] "Inverse of a 500 x 500 random matrix (sec.) :" [1] 50.16992 [1] "500000 values sorted ascending (sec.) :" [1] 2.800049 [1] "800 x 800 Toeplitzmatrix (sec.) :" [1] 3.430176 [1] "Cholesky decomposition of a 500 x 500 -matrix (sec.) :" [1] 5.599854 [1] "500 x 500 cross-product matrix (sec.) :" [1] 20.11987 [1] "FFT over 100000 values (sec.) :" [1] 1.379883 [1] "Gaussian error function over a 100000 x 100000...

Hi, It is my understanding that the eigenvectors of a circulant matrix are given as follows: 1,omega,omega^2,....,omega^{p-1} where the matrix has dimension given by p x p and omega is one of p complex roots of unity. (See Bellman for an excellent discussion on this). The matrix created by the attached row and obtained using the following commands indicates no imaginary parts for the