Function File: lambda = circulant_eig (v)

Function File: [vs, lambda] = circulant_eig (v)

Fast, compact calculation of eigenvalues and eigenvectors of a circulant matrix Given an n*1 vector v, return the eigenvalues lambda and optionally eigenvectors vs of the n*n circulant matrix C that has v as its first column

Theoretically same as eig(make_circulant_matrix(v)), but many fewer computations; does not form C explicitly

Reference: Robert M. Gray, Toeplitz and Circulant Matrices: A Review, Now Publishers, http://ee.stanford.edu/~gray/toeplitz.pdf, Chapter 3

See also: gallery, circulant_matrix_vector_product, circulant_inv.

Package: linear-algebra