TITLE: The maximal eigenvalue of a symmetric Toeplitz matrix
QUESTION [9 upvotes]: Let $0\le x\le 1$ be a   real number. Denote by $A_n(x)=(a_{ij})$ the $n$ by $n$ matrix such that $a_{ij}=x^{|i-j|}$ and let $\lambda_n(x)$ be the maximal eigenvalue of $A_n(x)$.

Is there any formula for $\lambda_n(x)$?

I am particularly interested in the following question.

Let $y_n$ be such that $\lambda_n(y_n)=\frac{n}4$. What is the value of $$\lim_{n\to \infty} (y_n)^n$$ if the limit exists?

REPLY [6 votes]: Using the results in pages 59-63 of Rosenblum and Rovnyak (p. 62 in particular, and noting that your Toeplitz matrices are symmetric, hence normal, so the operator norm is what you want), it follows that $\lim_n \lambda_n(x) = \frac{1+x}{1-x}$. The non-asymptotic behavior is probably hard, but numerics clearly indicate (and it is probably not hard to show) that $\lambda_n(1) = n$. It might be possible to combine these observations, or more detailed ones along similar lines, to get good estimates for $\lambda_n(x)$.