A circulant matrix is defined as
where , the -th eigenvalue and eigenvector satisfy , or, equivalently, equations as:
with , is the -th compoent of an eigenvector . Changing the dummy summing ( and ) variables yields
with . One can "guess" a solution that , therefore the equation above turns into
Let be one of the -th square root of unity, i.e., , then ; we have an eigenvalue
with corresponding eigenvector
The -th eigenvalue is generated from with , yields the -th eigenvalue and eigenvector:
and
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 and are circulant matrices, then
- with is the DFT matrix and , represents diagonal matrix consists of eigenvalues of ; ;
- , ;
- If , then ;
The proof is straightforward:
- ;
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