The CMV Matrix and the Generalized Lanczos Process

Abstract

The CMV matrix is the five-diagonal matrix that represents the operator of multiplication by the independent variable in a special basis formed of Laurent polynomials orthogonal on the unit circle C. The article by Cantero, Moral, and Velázquez, published in 2003 and describing this matrix, has attracted much attention because it implies that the conventional orthogonal polynomials on C can be interpreted as the characteristic polynomials of the leading principal submatrices of a certain five-diagonal matrix. The present paper recalls that finite-dimensional sections of the CMV matrix appeared in papers on the unitary eigenvalue problem long before the article by Cantero et al. was published. Moreover, band forms were also found for a number of other situations in the normal eigenvalue problem.