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Circulant matrix

From Wikipedia, the free encyclopedia
Linear algebra matrix
For the symmetric graphs, seeCirculant graph.

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.

Innumerical analysis, circulant matrices are important because they arediagonalized by adiscrete Fourier transform, and hencelinear equations that contain them may be quickly solved using afast Fourier transform.[1] They can beinterpreted analytically as theintegral kernel of aconvolution operator on thecyclic groupCn{\displaystyle C_{n}} and hence frequently appear in formal descriptions of spatially invariant linear operations. This property is also critical in modern software defined radios, which utilizeOrthogonal Frequency Division Multiplexing to spread thesymbols (bits) using acyclic prefix. This enables the channel to be represented by a circulant matrix, simplifying channel equalization in thefrequency domain.

Incryptography, a circulant matrix is used in theMixColumns step of theAdvanced Encryption Standard.

Definition

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Ann×n{\displaystyle n\times n}circulant matrixC{\displaystyle C} takes the formC=[c0cn1c2c1c1c0cn1c2c1c0cn2cn1cn1cn2c1c0]{\displaystyle C={\begin{bmatrix}c_{0}&c_{n-1}&\cdots &c_{2}&c_{1}\\c_{1}&c_{0}&c_{n-1}&&c_{2}\\\vdots &c_{1}&c_{0}&\ddots &\vdots \\c_{n-2}&&\ddots &\ddots &c_{n-1}\\c_{n-1}&c_{n-2}&\cdots &c_{1}&c_{0}\\\end{bmatrix}}}or thetranspose of this form (by choice of notation). If eachci{\displaystyle c_{i}} is ap×p{\displaystyle p\times p} squarematrix, then thenp×np{\displaystyle np\times np} matrixC{\displaystyle C} is called ablock-circulant matrix.

A circulant matrix is fully specified by one vector,c{\displaystyle c}, which appears as the first column (or row) ofC{\displaystyle C}. The remaining columns (and rows, resp.) ofC{\displaystyle C} are eachcyclic permutations of the vectorc{\displaystyle c} with offset equal to the column (or row, resp.) index, if lines are indexed from0{\displaystyle 0} ton1{\displaystyle n-1}. (Cyclic permutation of rows has the same effect as cyclic permutation of columns.) The last row ofC{\displaystyle C} is the vectorc{\displaystyle c} shifted by one in reverse.

Different sources define the circulant matrix in different ways, for example as above, or with the vectorc{\displaystyle c} 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).

Thepolynomialf(x)=c0+c1x++cn1xn1{\displaystyle f(x)=c_{0}+c_{1}x+\dots +c_{n-1}x^{n-1}} is called theassociated polynomial of the matrixC{\displaystyle C}.

Properties

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Eigenvectors and eigenvalues

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The normalizedeigenvectors of a circulant matrix are the Fourier modes, namely,vj=1n(1,ωj,ω2j,,ω(n1)j)T,j=0,1,,n1,{\displaystyle v_{j}={\frac {1}{\sqrt {n}}}\left(1,\omega ^{j},\omega ^{2j},\ldots ,\omega ^{(n-1)j}\right)^{T},\quad j=0,1,\ldots ,n-1,}whereω=exp(2πin){\displaystyle \omega =\exp \left({\tfrac {2\pi i}{n}}\right)} is a primitiven{\displaystyle n}-throot of unity andi{\displaystyle i} is theimaginary unit.

(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.)

The correspondingeigenvalues are given byλj=c0+c1ωj+c2ω2j++cn1ω(n1)j,j=0,1,,n1.{\displaystyle \lambda _{j}=c_{0}+c_{1}\omega ^{-j}+c_{2}\omega ^{-2j}+\dots +c_{n-1}\omega ^{-(n-1)j},\quad j=0,1,\dots ,n-1.}

Determinant

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As a consequence of the explicit formula for the eigenvalues above, thedeterminant of a circulant matrix can be computed as:detC=j=0n1(c0+cn1ωj+cn2ω2j++c1ω(n1)j).{\displaystyle \det C=\prod _{j=0}^{n-1}(c_{0}+c_{n-1}\omega ^{j}+c_{n-2}\omega ^{2j}+\dots +c_{1}\omega ^{(n-1)j}).}Since taking the transpose does not change the eigenvalues of a matrix, an equivalent formulation isdetC=j=0n1(c0+c1ωj+c2ω2j++cn1ω(n1)j)=j=0n1f(ωj).{\displaystyle \det C=\prod _{j=0}^{n-1}(c_{0}+c_{1}\omega ^{j}+c_{2}\omega ^{2j}+\dots +c_{n-1}\omega ^{(n-1)j})=\prod _{j=0}^{n-1}f(\omega ^{j}).}

Rank

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Therank of a circulant matrixC{\displaystyle C} is equal tond{\displaystyle n-d} whered{\displaystyle d} is thedegree of the polynomialgcd(f(x),xn1){\displaystyle \gcd(f(x),x^{n}-1)}.[2]

Other properties

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Fn=(fjk) with fjk=e2πi/njk,for 0j,kn1.{\displaystyle F_{n}=(f_{jk}){\text{ with }}f_{jk}=e^{-2\pi i/n\cdot jk},\,{\text{for }}0\leq j,k\leq n-1.}There are important connections between circulant matrices and the DFT matrices. In fact, it can be shown thatC=Fn1diag(Fnc)Fn,{\displaystyle C=F_{n}^{-1}\operatorname {diag} (F_{n}c)F_{n},} wherec{\displaystyle c} is the first column ofC{\displaystyle C}. The eigenvalues ofC{\displaystyle C} are given by the productFnc{\displaystyle F_{n}c}. This product can be readily calculated by afast Fourier transform.[3]

Analytic interpretation

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Circulant matrices can be interpretedgeometrically, which explains the connection with the discrete Fourier transform.

Consider vectors inRn{\displaystyle \mathbb {R} ^{n}} as functions on theintegers with periodn{\displaystyle n}, (i.e., as periodic bi-infinite sequences:,a0,a1,,an1,a0,a1,{\displaystyle \dots ,a_{0},a_{1},\dots ,a_{n-1},a_{0},a_{1},\dots }) or equivalently, as functions on thecyclic group of ordern{\displaystyle n} (denotedCn{\displaystyle C_{n}} orZ/nZ{\displaystyle \mathbb {Z} /n\mathbb {Z} }) geometrically, on (the vertices of) theregularn{\displaystyle n}-gon: this is a discrete analog to periodic functions on thereal line orcircle.

Then, from the perspective ofoperator theory, a circulant matrix is the kernel of a discreteintegral transform, namely theconvolution operator for the function(c0,c1,,cn1){\displaystyle (c_{0},c_{1},\dots ,c_{n-1})}; this is a discretecircular convolution. The formula for the convolution of the functions(bi):=(ci)(ai){\displaystyle (b_{i}):=(c_{i})*(a_{i})} is

bk=i=0n1aicki{\displaystyle b_{k}=\sum _{i=0}^{n-1}a_{i}c_{k-i}}

(recall that the sequences are periodic)which is the product of the vector(ai){\displaystyle (a_{i})} by the circulant matrix for(ci){\displaystyle (c_{i})}.

The discrete Fourier transform then converts convolution into multiplication, which in the matrix setting corresponds to diagonalization.

TheC{\displaystyle C^{*}}-algebra of all circulant matrices withcomplex entries isisomorphic to the groupC{\displaystyle C^{*}}-algebra ofZ/nZ.{\displaystyle \mathbb {Z} /n\mathbb {Z} .}

Symmetric circulant matrices

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For asymmetric circulant matrixC{\displaystyle C} one has the extra condition thatcni=ci{\displaystyle c_{n-i}=c_{i}}. Thus it is determined byn/2+1{\displaystyle \lfloor n/2\rfloor +1} elements.C=[c0c1c2c1c1c0c1c2c1c0c2c1c1c2c1c0].{\displaystyle C={\begin{bmatrix}c_{0}&c_{1}&\cdots &c_{2}&c_{1}\\c_{1}&c_{0}&c_{1}&&c_{2}\\\vdots &c_{1}&c_{0}&\ddots &\vdots \\c_{2}&&\ddots &\ddots &c_{1}\\c_{1}&c_{2}&\cdots &c_{1}&c_{0}\\\end{bmatrix}}.}

The eigenvalues of anyreal symmetric matrix are real.The corresponding eigenvaluesλ=nFnc{\displaystyle {\vec {\lambda }}={\sqrt {n}}\cdot F_{n}^{\dagger }c} become:λk=c0+cn/2eπik+2j=1n21cjcos(2πnkj)=c0+cn/2ωkn/2+2c1ωk+2c2ωk2++2cn/21ωkn/21{\displaystyle {\begin{array}{lcl}\lambda _{k}&=&c_{0}+c_{n/2}e^{-\pi i\cdot k}+2\sum _{j=1}^{{\frac {n}{2}}-1}c_{j}\cos {(-{\frac {2\pi }{n}}\cdot kj)}\\&=&c_{0}+c_{n/2}\omega _{k}^{n/2}+2c_{1}\Re \omega _{k}+2c_{2}\Re \omega _{k}^{2}+\dots +2c_{n/2-1}\Re \omega _{k}^{n/2-1}\end{array}}}forn{\displaystyle n}even, andλk=c0+2j=1n12cjcos(2πnkj)=c0+2c1ωk+2c2ωk2++2c(n1)/2ωk(n1)/2{\displaystyle {\begin{array}{lcl}\lambda _{k}&=&c_{0}+2\sum _{j=1}^{\frac {n-1}{2}}c_{j}\cos {(-{\frac {2\pi }{n}}\cdot kj)}\\&=&c_{0}+2c_{1}\Re \omega _{k}+2c_{2}\Re \omega _{k}^{2}+\dots +2c_{(n-1)/2}\Re \omega _{k}^{(n-1)/2}\end{array}}}forn{\displaystyle n}odd, wherez{\displaystyle \Re z} denotes thereal part ofz{\displaystyle z}.This can be further simplified by using the fact thatωkj=e2πinkj=cos(2πnkj){\displaystyle \Re \omega _{k}^{j}=\Re e^{-{\frac {2\pi i}{n}}\cdot kj}=\cos(-{\frac {2\pi }{n}}\cdot kj)} andωkn/2=e2πinkn2=eπik{\displaystyle \omega _{k}^{n/2}=e^{-{\frac {2\pi i}{n}}\cdot k{\frac {n}{2}}}=e^{-\pi i\cdot k}} depending onk{\displaystyle k} even or odd.

Symmetric circulant matrices belong to the class ofbisymmetric matrices.

Hermitian circulant matrices

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The complex version of the circulant matrix, ubiquitous in communications theory, is usuallyHermitian. In this casecni=ci,in/2{\displaystyle c_{n-i}=c_{i}^{*},\;i\leq n/2} and its determinant and all eigenvalues are real.

Ifn is even the first two rows necessarily takes the form[r0z1z2r3z2z1z1r0z1z2r3z2].{\displaystyle {\begin{bmatrix}r_{0}&z_{1}&z_{2}&r_{3}&z_{2}^{*}&z_{1}^{*}\\z_{1}^{*}&r_{0}&z_{1}&z_{2}&r_{3}&z_{2}^{*}\\\dots \\\end{bmatrix}}.}in which the first elementr3{\displaystyle r_{3}} in the top second half-row is real.

Ifn is odd we get[r0z1z2z2z1z1r0z1z2z2].{\displaystyle {\begin{bmatrix}r_{0}&z_{1}&z_{2}&z_{2}^{*}&z_{1}^{*}\\z_{1}^{*}&r_{0}&z_{1}&z_{2}&z_{2}^{*}\\\dots \\\end{bmatrix}}.}

Tee[5] has discussed constraints on the eigenvalues for the Hermitian condition.

Applications

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In linear equations

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Given a matrix equation

Cx=b,{\displaystyle C\mathbf {x} =\mathbf {b} ,}

whereC{\displaystyle C} is a circulant matrix of sizen{\displaystyle n}, we can write the equation as thecircular convolutioncx=b,{\displaystyle \mathbf {c} \star \mathbf {x} =\mathbf {b} ,}wherec{\displaystyle \mathbf {c} } is the first column ofC{\displaystyle C}, and the vectorsc{\displaystyle \mathbf {c} },x{\displaystyle \mathbf {x} } andb{\displaystyle \mathbf {b} } are cyclically extended in each direction. Using thecircular convolution theorem, we can use thediscrete Fourier transform to transform the cyclic convolution into component-wise multiplicationFn(cx)=Fn(c)Fn(x)=Fn(b){\displaystyle {\mathcal {F}}_{n}(\mathbf {c} \star \mathbf {x} )={\mathcal {F}}_{n}(\mathbf {c} ){\mathcal {F}}_{n}(\mathbf {x} )={\mathcal {F}}_{n}(\mathbf {b} )}so thatx=Fn1[((Fn(b))ν(Fn(c))ν)νZ]T.{\displaystyle \mathbf {x} ={\mathcal {F}}_{n}^{-1}\left[\left({\frac {({\mathcal {F}}_{n}(\mathbf {b} ))_{\nu }}{({\mathcal {F}}_{n}(\mathbf {c} ))_{\nu }}}\right)_{\!\nu \in \mathbb {Z} }\,\right]^{\rm {T}}.}

This algorithm is much faster than the standardGaussian elimination, especially if afast Fourier transform is used.

In graph theory

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Ingraph theory, agraph ordigraph whoseadjacency matrix is circulant is called acirculant graph/digraph. Equivalently, a graph is circulant if itsautomorphism group contains a full-length cycle. TheMöbius ladders are examples of circulant graphs, as are thePaley graphs forfields ofprime order.

References

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  1. ^Davis, Philip J (1970).Circulant Matrices. New York: Wiley.ISBN 0-471-05771-1.OCLC 1408988930.
  2. ^A. W. Ingleton (1956). "The Rank of Circulant Matrices".J. London Math. Soc. s1-31 (4):445–460.doi:10.1112/jlms/s1-31.4.445.
  3. ^Golub, Gene H.;Van Loan, Charles F. (1996), "§4.7.7 Circulant Systems",Matrix Computations (3rd ed.), Johns Hopkins,ISBN 978-0-8018-5414-9
  4. ^Kushel, Olga; Tyaglov, Mikhail (July 15, 2016), "Circulants and critical points of polynomials",Journal of Mathematical Analysis and Applications,439 (2):634–650,arXiv:1512.07983,doi:10.1016/j.jmaa.2016.03.005,ISSN 0022-247X
  5. ^Tee, G.J. (2007)."Eigenvectors of Block Circulant and Alternating Circulant Matrices"(PDF).New Zealand Journal of Mathematics.36:195–211.

External links

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