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In [[linear algebra]], a '''circulant matrix''' is a special kind of [[Toeplitz matrix]] where each [[row vector]] is rotated one element to the right relative to the preceding row vector. In [[numerical analysis]], circulant matrices are important because they are diagonalized by a [[discrete Fourier transform]], and hence [[linear equation]]s that contain them may be quickly solved using a [[fast Fourier transform]].<ref>[[Philip J. Davis|Davis, Philip J.]], Circulant Matrices, Wiley, New York, 1970 ISBN 0471057711</ref> They can be [[#Analytic interpretation|interpreted analytically]] as the [[integral kernel]] of a [[convolution operator]] on the [[cyclic group]] <math>\mathbf{Z}/n\mathbf{Z}.</math>
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In [[cryptography]], a circulant matrix is used in the [[Rijndael mix columns|MixColumns]] step of the [[Advanced Encryption Standard]].
 
==Definition==
 
An <math>n\times n</math> circulant matrix <math>\ C</math> takes the form
 
:<math>
C=
\begin{bmatrix}
c_0    & c_{n-1} & \dots  & 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} & \dots  & c_{1} & c_0 \\
\end{bmatrix}.
</math>
 
A circulant matrix is fully specified by one vector, <math>\ c</math>, which appears as the first column of <math>\ C</math>.  The remaining columns  of <math>\ C</math> are each [[cyclic permutation]]s of the vector <math>\ c</math> with offset equal to the column index. The last row of <math>\ C</math> is the vector <math>\ c</math> in reverse order, and the remaining rows are each [[cyclic permutation]]s of the last row.  Note that different sources define the circulant matrix in different ways, for example with the coefficients corresponding to the first row rather than the first column of the matrix, or with a different direction of shift.
 
The polynomial <math> f(x) = c_0 + c_1 x + \dots + c_{n-1} x^{n-1} </math> is called the ''associated polynomial'' of matrix <math> C </math>.
 
== Properties ==
 
=== Eigenvectors and eigenvalues ===
 
The eigenvectors of a circulant matrix are given by
 
:<math>v_j=(1,~ \omega_j,~ \omega_j^2,~ \ldots,~ \omega_j^{n-1})^T,\quad j=0, 1,\ldots, n-1,</math>
where <math>\omega_j=\exp \left(\tfrac{2\pi i j}{n}\right)</math> are the ''n''-th [[roots of unity]] and <math>i=\sqrt{-1}</math> is the [[imaginary unit]].
 
The corresponding eigenvalues are then given by  
 
:<math>\lambda_j = c_0+c_{n-1} \omega_j + c_{n-2} \omega_j^2 + \ldots + c_{1} \omega_j^{n-1}, \qquad j=0\ldots n-1.</math>
 
=== Determinant ===
 
As a consequence of the explicit formula for the eigenvalues above,  
the [[determinant]] of circulant matrix can be computed as:
:<math>
\mathrm{det}(C)
= \prod_{j=0}^{n-1} (c_0 + c_{n-1} \omega_j + c_{n-2} \omega_j^2 + \dots + c_1\omega_j^{n-1}).</math>
Since taking transpose does not change the eigenvalues of a matrix, an equivalent formulation is
:<math>
\mathrm{det}(C)=\prod_{j=0}^{n-1} (c_0 + c_1 \omega_j + c_2 \omega_j^2 + \dots + c_{n-1}\omega_j^{n-1}) = \prod_{j=0}^{n-1} f(\omega_j).
</math>
 
=== Rank ===
 
The [[Rank (linear algebra)|rank]] of circulant matrix <math> C </math> is equal to <math> n - d </math>, where <math> d </math> is the [[degree of a polynomial|degree]] of <math> \gcd( f(x), x^n - 1) </math>.<ref>{{cite journal |author=A. W. Ingleton |title=The Rank of Circulant Matrices |journal=J. London Math. Soc. |year=1956 |volume=s1-31 |issue=4 |pages=445-460 |doi=10.1112/jlms/s1-31.4.445}}</ref>
 
=== Other properties ===
 
* We have
::<math> C=c_0I+c_{1}P+c_{2}P^2+\ldots+c_{n-1}P^{n-1}=f(P).</math>
:where ''P'' is the 'cyclic permutation' matrix, a specific [[permutation matrix]] given by
::<math>P=
\begin{bmatrix}
0&0&\ldots&0&1\\
1&0&\ldots&0&0\\
0&\ddots&\ddots&\vdots&\vdots\\
\vdots&\ddots&\ddots&0&0\\
0&\ldots&0&1&0
\end{bmatrix}.</math>
 
* The [[Set (mathematics)|set]] of <math>n\times n</math> circulant matrices forms an ''n''-[[dimensional]] [[vector space]]; this can be interpreted as the space of functions on the [[cyclic group]] of order ''n'', <math>\mathbf{Z}/n\mathbf{Z},</math> or equivalently the [[group ring]].
 
* Circulant matrices form a [[commutative algebra]], since for any two given circulant matrices <math>\ A</math> and <math>\ B</math>,  the sum <math>\ A + B</math> is circulant, the product <math>\ AB</math>  is circulant, and <math>\ AB = BA</math>.
 
* The [[eigenvectors]] of a circulant matrix of a given size are the columns of the [[Discrete Fourier transform#The unitary DFT|unitary discrete Fourier transform]] matrix of the same size. The latter matrix is defined by
::<math> U_n = \frac{1}{\sqrt{n}} F_n, \quad\text{where}\quad F_n = (f_{jk}) \quad\text{with}\quad f_{jk} = \mathrm{e}^{-2jk\pi\mathrm{i}/n},  \quad\text{for}\quad  0\leq j,k<n.</math>
:Thus, the matrix <math>U_n</math> [[diagonalizable matrix|diagonalizes]] ''C''. In fact, we have
::<math> C = U_n^{*} \operatorname{diag}(F_n c) U_n = \frac{1}{n} F_n^{*} \operatorname{diag}(F_n c) F_n, </math>
:where <math>c\!\,</math> is the first column of <math>C\,\!</math>. Thus, the eigenvalues of <math>C</math> are given by the product <math>\ F_n c</math>. This product can be readily calculated by a [[Fast Fourier transform]].<ref>{{Citation | last1=Golub | first1=Gene H. | author1-link=Gene H. Golub | last2=Van Loan | first2=Charles F. | author2-link=Charles F. Van Loan | title=Matrix Computations | chapter=§4.7.7 Circulant Systems | publisher=Johns Hopkins | edition=3rd | isbn=978-0-8018-5414-9 | year=1996}}</ref>
 
==Analytic interpretation==
Circulant matrices can be interpreted geometrically, which explains the connection with the discrete Fourier transform.
 
Consider vectors in <math>\mathbf{R}^n</math> as functions on the integers with period ''n,'' (i.e., as periodic bi-infinite sequences: <math>\dots,a_0,a_1,\dots,a_{n-1},a_0,a_1,\dots</math>) or equivalently, as functions on the [[cyclic group]] of order ''n,'' (<math>C_n</math> or <math>\mathbf{Z}/n\mathbf{Z}</math>) geometrically, on (the vertices of) the regular ''n''-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 <math>(c_0,c_1,\dots,c_{n-1});</math> this is a discrete [[circular convolution]]. The formula for the convolution of the functions <math>(b_i) := (c_i) * (a_i)</math> is
:<math>b_k = \sum_{i=0}^{n-1} a_i c_{k-i}</math> (recall that the sequences are periodic)
which is the product of the vector of <math>a_i</math> by the circulant matrix.
 
The discrete Fourier transform then converts convolution into multiplication, which in the matrix setting corresponds to diagonalization.
 
== Applications ==
 
===In linear equations===
 
Given a matrix equation
:<math>\ \mathbf{C} \mathbf{x} = \mathbf{b},</math>
where <math>\ C</math> is a circulant square matrix of size <math>\ n</math> we can write the equation as the [[circular convolution]]
:<math>\ \mathbf{c} \star \mathbf{x} = \mathbf{b},</math>
where <math>\ c</math> is the first column of <math>\ C</math>, and the vectors <math>\ c</math>, <math>\ x</math> and <math>\ b</math> are cyclically extended in each direction. Using the results of the [[discrete Fourier transform#Circular convolution theorem and cross-correlation theorem|circular convolution theorem]], we can use the [[discrete Fourier transform]] to transform the cyclic convolution into component-wise multiplication
 
:<math>\ \mathcal{F}_{n}(\mathbf{c} \star \mathbf{x}) = \mathcal{F}_{n}(\mathbf{c}) \mathcal{F}_{n}(\mathbf{x}) = \mathcal{F}_{n}(\mathbf{b})</math>
 
so that
 
:<math>\ \mathbf{x} = \mathcal{F}_{n}^{-1}
\left [
\left (
\frac{(\mathcal{F}_n(\mathbf{b}))_{\nu}}
{(\mathcal{F}_n(\mathbf{c}))_{\nu}}
\right )_{\nu \in \mathbf{Z}}
\right ]^T.
</math>
 
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 (mathematics)|graph]] or [[Directed graph|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 ladder]]s are examples of circulant graphs, as are the [[Paley graph]]s for fields of prime order.
 
==References==
{{reflist}}
 
==External links==
* R. M. Gray, [http://www-ee.stanford.edu/~gray/toeplitz.pdf Toeplitz and Circulant Matrices: A Review]
* {{MathWorld|urlname=CirculantMatrix|Circulant Matrix}}
 
{{Numerical linear algebra}}
 
[[Category:Numerical linear algebra]]
[[Category:Matrices]]
[[Category:Latin squares]]
[[Category:Determinants]]

Latest revision as of 04:21, 24 December 2014

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