Green's matrices

Our goal is to identify and understand matrices A that share essential properties of the unitary Hessenberg matrices M that are fundamental for Szego's orthogonal polynomials. Those properties include: (i) Recurrence relations connect characteristic polynomials {r(k)(x)} of principal minors of A. (ii) A is determined by generators (parameters generalizing reflection coefficients of unitary Hessenberg theory). (iii) Polynomials {r(k)(x)} correspond not only to A but also to a certain "CMV-like" five-diagonal matrix. (iv) The five-diagonal matrix factors into a product BC of block diagonal matrices with 2 x 2 blocks. (v) Submatrices above and below the main diagonal of A have rank 1. (vi) A is a multiplication operator in the appropriate basis of Laurent polynomials. (vii) Eigenvectors of A can be expressed in terms of those polynomials.

Condition (v) connects our analysis to the study of quasi-separable matrices. But the factorization requirement (iv) narrows it to the subclass of "Green's matrices" that share Properties (i)-(vii).

The key tool is "twist transformations" that provide 2(n) matrices all sharing characteristic polynomials of principal minors with A. One such twist transformation connects unitary Hessenberg to CMV. Another twist transformation explains findings of Fiedler who noticed that companion matrices give examples outside the unitary Hessenberg framework. We mention briefly the further example of a Daubechies wavelet matrix. Infinite matrices are included. Published by Elsevier Inc.