MLUG: Re: [MLUG - DISCUSSION] statistical inference
Re: [MLUG - DISCUSSION] statistical inference
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Jonathan King wrote:

Meanwhile, since we've purged this thread of most of the list, I guess
this is my chance to ask: do either of you have recommendations for
recent, readable stuff on circulant or nearly circulant matrices?

I haven't seen this terminology, but doing a google search I see that the concept is something I am familiar with.


Circulant matrices can always be diagonalized, always with the same basis of eigenvectors e_k=(exp(2pi j k/n))_{1<=j<=n} and the eigenvalues are the discrete Fourier transform of the sequence that generates the matrix. As such, it represents an operator of "convolution type" which, in more general settings, are something I am very familiar with.

But I don't know what nearly circulant matrices are. However once I know the definition my knowledge of harmonic analysis (which is basically the infinite dimensional version of the same type of stuff) may be helpful to you.

Stephen

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