Inlinear algebra, acirculant matrix is asquare matrix in which all rows are composed of the same elements and each row is rotated one element to the right relative to the preceding row. It is a particular kind ofToeplitz matrix.
Ancirculant matrix takes the formor thetranspose of this form (by choice of notation). If each is a squarematrix, then the matrix is called ablock-circulant matrix.
A circulant matrix is fully specified by one vector,, which appears as the first column (or row) of. The remaining columns (and rows, resp.) of are eachcyclic permutations of the vector with offset equal to the column (or row, resp.) index, if lines are indexed from to. (Cyclic permutation of rows has the same effect as cyclic permutation of columns.) The last row of is the vector shifted by one in reverse.
Different sources define the circulant matrix in different ways, for example as above, or with the vector corresponding to the first row rather than the first column of the matrix; and possibly with a different direction of shift (which is sometimes called ananti-circulant matrix).
Thepolynomial is called theassociated polynomial of the matrix.
(This can be understood by realizing that multiplication with a circulant matrix implements a convolution. In Fourier space, convolutions become multiplication. Hence the product of a circulant matrix with a Fourier mode yields a multiple of that Fourier mode, i.e. it is an eigenvector.)
As a consequence of the explicit formula for the eigenvalues above, thedeterminant of a circulant matrix can be computed as:Since taking the transpose does not change the eigenvalues of a matrix, an equivalent formulation is
There are important connections between circulant matrices and the DFT matrices. In fact, it can be shown that where is the first column of. The eigenvalues of are given by the product. This product can be readily calculated by afast Fourier transform.[3]
Circulant matrices can be interpretedgeometrically, which explains the connection with the discrete Fourier transform.
Consider vectors in as functions on theintegers with period, (i.e., as periodic bi-infinite sequences:) or equivalently, as functions on thecyclic group of order (denoted or) geometrically, on (the vertices of) theregular-gon: this is a discrete analog to periodic functions on thereal line orcircle.
For asymmetric circulant matrix one has the extra condition that. Thus it is determined by elements.
The eigenvalues of anyreal symmetric matrix are real.The corresponding eigenvalues become:foreven, andforodd, where denotes thereal part of.This can be further simplified by using the fact that and depending on even or odd.
The complex version of the circulant matrix, ubiquitous in communications theory, is usuallyHermitian. In this case and its determinant and all eigenvalues are real.
Ifn is even the first two rows necessarily takes the formin which the first element in the top second half-row is real.
Ifn is odd we get
Tee[5] has discussed constraints on the eigenvalues for the Hermitian condition.
where is a circulant matrix of size, we can write the equation as thecircular convolutionwhere is the first column of, and the vectors, and are cyclically extended in each direction. Using thecircular convolution theorem, we can use thediscrete Fourier transform to transform the cyclic convolution into component-wise multiplicationso that