Eigenvalues of circulant matrices

A circulant matrix is defined as
C=[c0cn1c2c1c1c0cn1c2c1c0cn2cn1cn1cn2c1c0]
where Cj,k=cjkmodn, the k-th eigenvalue λk and eigenvector xk satisfy Cxk=λkxk, or, equivalently, n equations as:
j=0m1cmjxj+j=mn1cnj+mxj=λkxmm=0,1,,n1
with cn=c0, xm is the m-th compoent of an eigenvector xk. Changing the dummy summing (jmj and jnj+m) variables yields
j=1mcjxmj+j=m+1ncjxn+mj=λkxm
with m=0,1,2,,n1. One can "guess" a solution that xj=ωj, therefore the equation above turns into
j=1mcjωmj+j=m+1ncjωn+mj=λkωmj=1mcjωj+ωnj=m+1ncjωj=λk
Let ω be one of the n-th square root of unity, i.e., ω=exp(2πi/n),  then ωn=1; we have an eigenvalue
λ=j=0n1ωjcj
with corresponding eigenvector
x=(1,exp(2πi/n),exp(2πi/n)2,,exp(2πi/n)n1)T
The k-th eigenvalue is generated from ωk=exp(2πki/n) with k[0,n1], yields the k-th eigenvalue and eigenvector:
λk=j=0n1cjexp(2πki/n)
and
xk=(1,exp(2πki/n),exp(2πki/n)2,,exp(2πki/n)n1)T
The eigenspace is just the DFT matrix, and ALL circulant matrices share same eigenspace, it is easily to verify that circulant matrices have following properties:
If A and B are circulant matrices, then
  1. AB=BA=WΓW with W is the DFT matrix and Γ=ΓAΓB, Γi represents diagonal matrix consists of eigenvalues of i; ΓA=WAW;
  2. B+A=A+B=WΩW, Ω=ΓA+ΓB;
  3. If det(A)0, then A1=WΓA1W;
The proof is straightforward:
  1. AB=WΓAWWΓBW=
    WΓAΓBW=WΓBΓAW=BA
  2. W(A+B)W=ΓA+ΓB
  3. AWΓA1W=WΓAWWΓA1W=I

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