Circulant matrix

In linear algebra, a circulant matrix is a square matrix in which all row vectors are composed of the same
elements and each row vector is rotated one element to the right relative to the preceding row vector. It is a
particular kind of Toeplitz matrix.

In numerical analysis, circulant matrices are important because they are diagonalized by a discrete Fourier
transform, and hence linear equations that contain them may be quickly solved using a fast Fourier
transform.[1] They can be interpreted analytically as the integral kernel of a convolution operator on the
cyclic group and hence frequently appear in formal descriptions of spatially invariant linear operations.
This property is also critical in modern software defined radios, which utilize Orthogonal Frequency
Division Multiplexing to spread the symbols (bits) using a cyclic prefix. This enables the channel to be
represented by a circulant matrix, simplifying channel equalization in the frequency domain.

In cryptography, a circulant matrix is used in the MixColumns step of the Advanced Encryption Standard.

Definition
An circulant matrix takes the form

or the transpose of this form (by choice of notation). When the term is a square matrix, then the
matrix is called a block-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 each cyclic permutations of the vector with offset equal to
the column (or row, resp.) index, if lines are indexed from 0 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 an anti-circulant matrix).
The polynomial is called the associated polynomial of matrix .

Properties

Eigenvectors and eigenvalues

The normalized eigenvectors of a circulant matrix are the Fourier modes, namely,

where is a primitive -th root of unity and is the imaginary 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 corresponding eigenvalues are given by

Determinant

As a consequence of the explicit formula for the eigenvalues above, the determinant of a circulant matrix
can be computed as:

Since taking the transpose does not change the eigenvalues of a matrix, an equivalent formulation is

Rank
The rank of a circulant matrix is equal to , where is the degree of the polynomial
.[2]

Other properties
Any circulant is a matrix polynomial (namely, the associated polynomial) in the cyclic
permutation matrix :

where is given by the companion matrix

The set of circulant matrices forms an -dimensional vector space with respect to
addition and scalar multiplication. This space can be interpreted as the space of functions
on the cyclic group of order , , or equivalently as the group ring of .
Circulant matrices form a commutative algebra, since for any two given circulant matrices
and , the sum is circulant, the product is circulant, and .
For a nonsingular circulant matrix , its inverse is also circulant. For a singular circulant
matrix, its Moore–Penrose pseudoinverse is circulant.
The matrix that is composed of the eigenvectors of a circulant matrix is related to the
discrete Fourier transform and its inverse transform:

Consequently the matrix diagonalizes . In fact, we have

where is the first column of . The eigenvalues of are given by the product . This
[3]
product can be readily calculated by a fast Fourier transform. Conversely, for any diagonal
matrix , the product is circulant.
Let be the (monic) characteristic polynomial of an circulant matrix , and let
be the derivative of . Then the polynomial is the characteristic polynomial
of the following submatrix of :
 (see [4] for the proof).

Analytic interpretation
Circulant matrices can be interpreted geometrically, which explains the connection with the discrete Fourier
transform.

Consider vectors in as functions on the integers with period , (i.e., as periodic bi-infinite sequences:
) or equivalently, as functions on the cyclic group of order ( or
) geometrically, on (the vertices of) the regular -gon: this is a discrete analog to periodic functions
on the real line or circle.

Then, from the perspective of operator theory, a circulant matrix is the kernel of a discrete integral
transform, namely the convolution operator for the function ; this is a discrete circular
convolution. The formula for the convolution of the functions is

(recall that the sequences are periodic) which is the product of the vector by the circulant matrix for
.

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

The -algebra of all circulant matrices with complex entries is isomorphic to the group -algebra of
.

Symmetric circulant matrices

For a symmetric circulant matrix one has the extra condition that . Thus it is determined by
elements.

The eigenvalues of any real symmetric matrix are real. The corresponding eigenvalues become:

for even, and

for odd, where denotes the real part of . This can be further simplified by using the fact that
and depending on even or odd.

Symmetric circulant matrices belong to the class of bisymmetric matrices.

Hermitian circulant matrices

The complex version of the circulant matrix, ubiquitous in communications theory, is usually Hermitian. In
this case and its determinant and all eigenvalues are real.

If n is even the first two rows necessarily takes the form

in which the first element in the top second half-row is real.

If n is odd we get

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

Applications

In linear equations

Given a matrix equation

where is a circulant square matrix of size we can write the equation as the circular convolution

where is the first column of , and the vectors , and are cyclically extended in each direction.
Using the circular convolution theorem, we can use the discrete Fourier transform to transform the cyclic
convolution into component-wise multiplication

so that
This algorithm is much faster than the standard Gaussian elimination, especially if a fast Fourier transform
is used.

In graph theory

In graph theory, a graph or digraph whose adjacency matrix is circulant is called a circulant graph (or
digraph). Equivalently, a graph is circulant if its automorphism group contains a full-length cycle. The
Möbius ladders are examples of circulant graphs, as are the Paley graphs for fields of prime order.

References
1. Davis, Philip J., Circulant Matrices, Wiley, New York, 1970 ISBN 0471057711
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 (https://doi.org/10.1112%2Fjlms%2Fs1-31.4.445).
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 (https://arxiv.org/abs/1512.07983), doi:10.1016/j.jmaa.2016.03.005 (http
s://doi.org/10.1016%2Fj.jmaa.2016.03.005), ISSN 0022-247X (https://www.worldcat.org/iss
n/0022-247X)
5. Tee, G J (2007). "Eigenvectors of Block Circulant and Alternating Circulant Matrices". New
Zealand Journal of Mathematics. 36: 195–211.

External links
R. M. Gray, Toeplitz and Circulant Matrices: A Review (http://www-ee.stanford.edu/~gray/toe
plitz.pdf) doi:10.1561/0100000006 (https://doi.org/10.1561%2F0100000006)
Weisstein, Eric W. "Circulant Matrix" (https://mathworld.wolfram.com/CirculantMatrix.html).
MathWorld.
IPython Notebook demonstrating properties of circulant matrices (https://github.com/MMesc
h/toeplitz_spectrum/blob/master/toeplitz_spectrum.ipynb)

Retrieved from "https://en.wikipedia.org/w/index.php?title=Circulant_matrix&oldid=1167367632"