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# 1. Introduction

## 1. Introduction

It is very well known that orthogonal polynomials on the real line are the characteristic polynomials of the principal submatrices of certain tri-diagonal infinite matrix called Jacobi matrix . The Jacobi matrix is just the representation of the multiplication operator in the linear space of real polynomials when orthogonal polynomials are chosen as a basis. The fact that such polynomials satisfy a three term recurrence relation is the reason for the tri-diagonality property of the Jacobi matrix. This property makes the Jacobi matrix simple enough to obtain properties of the orthogonal polynomials using operator theory techniques . For example, one can get results about their zeros throughout the spectral analysis of the principal submatrices of the Jacobi matrix .

In the last years, there has been an increasing interest in the zeros of orthogonal polynomials on the unit circle due to their applications in discrete systems analysis, in particular, in digital signal processing . Unfortunately, only few things are known about these zeros , because the situation in the unit circle is rather more complicated than in the real line. Orthogonal polynomials on the unit circle satisfy too a three term recurrence relation that can be related to a tri-diagonal operator , but it does not provide a spectral representation for their zeros. However, it is possible to reach such a representation just by computing the matrix corresponding to the multiplication operator in the linear space of complex polynomials when orthogonal polynomials are chosen as a basis. The result is an irreducible Hessenberg matrix , much more complicated than the Jacobi matrix on the real line. So, this does not seem a so easy way to study properties of orthogonal polynomials on the unit circle.

The aim of this paper is to improve this situation giving a five-diagonal matrix representation of orthogonal polynomials on the unit circle, which yields a spectral interpretation for their zeros. As we will see, this result comes from the matrix representation of the multiplication operator in the linear space of Laurent polynomials, when a suitable basis related to the orthogonal polynomials is chosen. This matrix representation gives a spectral interpretation for the zeros of orthogonal polynomials which is much simpler than the one given by the Hessenberg matrices. So, it provides an easier way to calculate these zeros and to study their behavior just using standard methods for eigenvalue problems of banded matrices.

First of all we will fix some notations. For an arbitrary finite or infinite matrix $`M`$, $`M^T`$ is the transpose matrix of $`M`$, and $`M^{}=\overline{M}^T`$. When $`M`$ is a square matrix, $`M_n`$ means the principal submatrix of $`M`$ of order $`n`$ and, as usual, if $`M`$ is finite, $`detM`$ is its determinant.

In what follows $`:=[z]`$ is the complex vector space of polynomials in the variable z with complex coefficients. For $`n0`$, $`_n:=1,z,\mathrm{},z^n`$ is the corresponding vector subspace of polynomials with degree less or equal than $`n`$, while $`_1:=\{0\}`$ is the trivial subspace. As usual, if $`p_n\backslash _{n1}`$, $`p^{}`$ is its reversed polynomial, defined by $`p^{}(z):=z^n\overline{p}(z^1)`$. $`\mathrm{\Lambda }:=[z,z^1]`$ denotes the complex vector space of Laurent polynomials (L-polynomials) in the variable $`z`$. For $`mn`$, we define the vector subspace $`\mathrm{\Lambda }_{m,n}:=z^m,z^{m+1},\mathrm{},z^n`$. Also, for any L-polynomial $`f`$, we will consider its substar conjugate defined by $`f_{}(z)=\overline{f}(z^1)`$. $`𝕋:=\{z||z|=1\}`$ and $`𝔻:=\{z||z|<1\}`$ are called, respectively, the unit circle and the open unit disk on the complex plane.

Any hermitian linear functional $``$ on $`\mathrm{\Lambda }`$ ($`[z^n]=\overline{[z^n]},n=0,1,2,\mathrm{}`$) defines a sesquilinear functional $`(,)_{}:\mathrm{\Lambda }\times \mathrm{\Lambda }`$ by

$$(f,g)_{}:=[f(z)\overline{g}(z^1)],f,g\mathrm{\Lambda },$$

and we say that $`f,g\mathrm{\Lambda }`$ are orthogonal with respect to $``$ if $`(f,g)_{}=0`$. The hermitian functional $``$ is quasi-definite if there exists a sequence of orthogonal polynomials with respect to $``$, that is, a sequence $`(p_n)_{n0}`$ in $``$ satisfying

(I) $`p_n_n\backslash _{n1}`$,

(II) $`(p_n,p_m)_{}=\mathrm{}_n\delta _{n,m},\mathrm{}_n0`$.

The last condition can be replaced equivalently by

(III) $`(p_n,z^k)_{}=0`$ if $`0kn1`$,

$`(p_n,z^n)_{}0`$.

Positive definite hermitian functionals ($`\mathrm{}_n>0`$ for all $`n`$) coincide with those given by $`[f]:=_{}f𝑑\mu `$, where $`\mu `$ is a positive measure with an infinite support lying on $`𝕋`$. Due to this reason, the sequence $`(p_n)_{n0}`$ is called a sequence of orthogonal polynomials on the unit circle  even in the general quasi-definite case. In particular, when $`\mathrm{}_n=(p_n,p_n)_{}=\pm 1`$ for all $`n`$, we say that $`(p_n)_{n0}`$ is a sequence of orthonormal polynomials on the unit circle.

Given a quasi-definite hermitian functional $``$ on $`\mathrm{\Lambda }`$, $`(\phi _n)_{n0}`$ denotes the unique sequence of orthonormal polynomials with positive leading coefficients, whereas $`(\varphi _n)_{n0}`$ is the unique sequence of monic orthogonal polynomials. They are related by $`\phi _n=\kappa _n\varphi _n`$, where $`\kappa _n:=|(\varphi _n,\varphi _n)_{}|^{1/2}`$. Thus, if sg$`()`$ is the sign function, $`(\phi _n,\phi _n)_{}=`$ sg$`\left((\varphi _n,\varphi _n)_{}\right)`$. In what follows we consider $``$ normalized by the condition $`[1]=1`$, so, $`\phi _0(z)=\varphi _0(z)=1`$ and $`\kappa _0=1`$.

It is well known that the sequence $`(\varphi _n)_{n0}`$ is determined by the so called Schur parameters $`a_n:=\varphi _n(0)`$ through the forward recurrence relation

$$\begin{array}{cc}& \varphi _0(z)=1,\hfill \\ & \varphi _n(z)=z\varphi _{n1}(z)+a_n\varphi _{n1}^{}(z),n1.\hfill \end{array}$$
$`1.1`$
From (1.1) we find that

$$\frac{(\varphi _n,\varphi _n)_{}}{(\varphi _{n1},\varphi _{n1})_{}}=1|a_n|^2,n1.$$
$`1.2`$
and, therefore, $`\epsilon _n:=(\phi _n,\phi _n)_{}/(\phi _{n1},\phi _{n1})_{}=`$ sg$`\left(1|a_n|^2\right)`$. Hence, apart from the first Schur parameter, that is always $`a_0=1`$, in the quasi-definite (positive definite) case it must be $`|a_n|1`$ ($`|a_n|<1`$) for $`n1`$. Moreover, any sequence $`(a_n)_n`$ with this property yields, through the recurrence (1.1), a sequence of monic orthogonal polynomials on $`𝕋`$, and the associated normalized functional $``$ is unique. The parameters $`\{a_k\}_{k=1}^n\backslash 𝕋`$ allows to construct the finite set of polynomials $`\{\varphi _k\}_{k=0}^n`$, that is called the finite segment of orthogonal polynomials associated to $`\{a_k\}_{k=1}^n`$. Given a finite segment $`\{\varphi _k\}_{k=0}^{n1}`$ of orthogonal polynomials, any polynomial with the form $`\varphi _n(z)=z\varphi _{n1}(z)+t\varphi _{n1}^{}(z),t\backslash 𝕋`$, is called an extension of $`\{\varphi _k\}_{k=0}^{n1}`$. Extensions of a finite segment are the possible candidates to enlarge it.

Relation (1.2) yields

$$\kappa _n=\underset{k=1}{\overset{n}{}}\rho _k^1,n1,$$
$`1.3`$
where $`\rho _n:=|1|a_n|^2|^{1/2}`$ for $`n1`$. With this notation we have the following forward and backward recurrence relations for the orthonormal polynomials and the reversed ones,

$`z\phi _{n1}(z)`$ $`=\rho _n\phi _n(z)a_n\phi _{n1}^{}(z),n1,`$ $`1.4`$$`1.5`$$`1.6`$$`1.7`$
$`\phi _{n1}^{}(z)`$ $`=\rho _n\phi _n^{}(z)\overline{a}_nz\phi _{n1}(z),n1,`$
$`\phi _n(z)`$ $`=a_n\phi _n^{}(z)+\widehat{\rho }_nz\phi _{n1}(z),n1,`$
$`\phi _n^{}(z)`$ $`=\overline{a}_n\phi _n(z)+\widehat{\rho }_n\phi _{n1}^{}(z),n1,`$
being $`\widehat{\rho }_n:=\epsilon _n\rho _n`$ for $`n1`$.

The finite segment of orthogonal polynomials associated to $`\{a_k\}_{k=1}^n`$ let us define the $`n`$-th kernel

$$K_n(z,y):=\underset{k=0}{\overset{n}{}}e_k\phi _k(z)\overline{\phi _k(y)},$$
$`1.8`$
where $`e_n:=(\phi _n,\phi _n)_{}`$, that is, $`e_0=1`$ and $`e_n=_{k=1}^n\epsilon _k`$ for $`n1`$. Using the recurrence relation, the $`n1`$-th kernel can be written equivalently as

$$K_{n1}(z,y)=\{\begin{array}{cc}e_n\frac{\phi _n(z)\overline{\phi _n(y)}\phi _n^{}(z)\overline{\phi _n^{}(y)}}{z\overline{y}1},\hfill & \text{if}z\overline{y}1,\hfill \\ e_nz\left(\phi _n^{}(z)\overline{\phi _n(y)}(\phi _n^{})^{}(z)\overline{\phi _n^{}(y)}\right),\hfill & \text{if}z\overline{y}=1.\hfill \end{array}$$
$`1.9`$
In what follows it will play an important role the multiplication operator on $`\mathrm{\Lambda }`$, defined by

$$\mathrm{\Pi }:\underset{f(z)zf(z)}{\mathrm{\Lambda }\mathrm{\Lambda }}$$

Since it lets $``$ invariant, using the orthonormal polynomials $`(\phi _n)_{n0}`$ as a basis of $``$, it is possible to obtain the matrix representation of the restriction of $`\mathrm{\Pi }`$ to $``$, giving the following irreducible Hessenberg matrix

$$=\left(\begin{array}{cccccc}d_{0,0}& d_{0,1}& 0& 0& 0& \mathrm{}\\ d_{1,0}& d_{1,1}& d_{1,2}& 0& 0& \mathrm{}\\ d_{2,0}& d_{2,1}& d_{2,2}& d_{2,3}& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$
$`1.10`$
where

$$d_{n,j}=\{\begin{array}{cc}\overline{a}_ja_{n+1}_{k=j+1}^n\widehat{\rho }_k,\hfill & \text{if}j=0,1,\mathrm{},n1,\hfill \\ \overline{a}_na_{n+1},\hfill & \text{if}j=n,\hfill \\ \rho _{n+1},\hfill & \text{if}j=n+1.\hfill \end{array}$$
$`1.11`$
and $`(a_n)_{n0}`$ are the Schur parameters associated to the orthogonal polynomials considered.

The characteristic polynomial of the principal submatrix $`_n`$ of $``$ of order $`n`$ is the corresponding $`n`$-th monic orthogonal polynomial . So, the spectral analysis of $`_n`$ can give relations between the zeros of orthogonal polynomials and the Schur parameters, but, the fact that $``$ is a Hessenberg matrix, together with the complicated dependence of its elements with respect to the Schur parameters, makes difficult this task. Moreover, the numerical computations of zeros of high degree orthogonal polynomials, useful, for example, for applications in digital signal processing, becomes a non trivial problem due to the Hessenberg structure of $``$.

So, a natural question that arises is how to find better spectral representations for orthogonal polynomials on the unit circle (we mean with this, the identification of any orthogonal polynomial as a characteristic polynomial of a matrix). It would be desirable a situation so similar as possible to the one on the real line, in particular, we can think on finding banded spectral representations for orthogonal polynomials on the unit circle. Moreover, if we want to use this representations to connect the behavior of zeros of orthogonal polynomials and Schur parameters, we would need a simple dependence of the elements of the corresponding matrices with respect to the Schur parameters. We will find five-diagonal spectral representations for orthogonal polynomials on the unit circle satisfying this requirement. Apart from the obvious advantages for the study of orthogonal polynomials, this result implies a reduction of the eigenvalue problem for certain Hessenberg matrices to the eigenvalue problem of a five-diagonal matrix.

The main idea to reach above result is to search inside the matrix representations of the full operator $`\mathrm{\Pi }`$ on $`\mathrm{\Lambda }`$. This leads to the study of basis of $`\mathrm{\Lambda }`$ related to orthogonal polynomials with respect a quasi-definite hermitian functional. As we will see, the most natural choice are those basis constituted by Laurent polynomials which are orthogonal with respect to the same functional.

## 2. Orthogonal Laurent polynomials on $`𝕋`$

Orthogonal L-polynomials on the real line appeared in the early eighties in connection with the theory of continued fractions and strong moment problems . Their study, not only suffered a rapid development (for a survey, see ), but it was extended to an ampler context, leading to a general theory of rational orthogonal functions (see  and references therein). This theory cover, as a particular case, the orthogonal polynomials on $`𝕋`$. However, the singularities of this particular case are lost in such a general theory, and, as we will see, these particularities are just the reason of their utility in the study of orthogonal polynomials on $`𝕋`$.

On the real line, orthogonal L-polynomials are a natural generalization of the orthogonal polynomials when the related functional, initially defined only for polynomials, is extended to the space of L-polynomials. Our interest is in the generalization of this idea to the unit circle, where the corresponding functional is already defined for the full space of L-polynomials.

Although we will deal with orthogonal L-polynomials with respect to a general quasi-definite hermitian functional on $`𝕋`$ (see  for the analogous generalization on the real line), just to understand the following definition, let us consider a positive definite hermitian functional $``$ on $`\mathrm{\Lambda }`$. Then, the sesquilinear functional $`(,)_{}`$ is an inner product on $`\mathrm{\Lambda }`$, and the orthogonal polynomials with respect to $``$ appear from the standard orthogonalization of the set $`\{1,z,z^2,\mathrm{}\}`$. Analogously, using the Gram-Schmidt procedure we can get an orthogonal basis $`\{f_n\}_{n0}`$ of $`\mathrm{\Lambda }`$ starting from the ordered basis $`\{1,z,z^1,z^2,z^2,\mathrm{}\}`$ of $`\mathrm{\Lambda }`$. If we define the subspaces $`\mathrm{\Lambda }_{2n}^+:=\mathrm{\Lambda }_{n,n},\mathrm{\Lambda }_{2n+1}^+:=\mathrm{\Lambda }_{n,n+1}`$ for $`n0`$ and $`\mathrm{\Lambda }_1^+:=\{0\}`$, then such an orthogonal basis satisfies

(Ia) $`f_n\mathrm{\Lambda }_n^+\backslash \mathrm{\Lambda }_{n1}^+`$,

(IIa) $`(f_n,f_m)_{}=\mathrm{}_n\delta _{n,m},\mathrm{}_n0`$.

So natural than this is to start with the ordered basis $`\{1,z^1,z,z^2,z^2,\mathrm{}\}`$. In this situation, the Gram-Schmidt orthogonalization process gives an orthogonal basis $`\{f_n\}_{n0}`$ of $`\mathrm{\Lambda }`$ satisfying

(Ib) $`f_n\mathrm{\Lambda }_n^{}\backslash \mathrm{\Lambda }_{n1}^{}`$,

(IIb) $`(f_n,f_m)_{}=\mathrm{}_n\delta _{n,m},\mathrm{}_n0`$,

where $`\mathrm{\Lambda }_{2n}^{}:=\mathrm{\Lambda }_{n,n},\mathrm{\Lambda }_{2n+1}^{}:=\mathrm{\Lambda }_{n1,n}`$ for $`n0`$ and $`\mathrm{\Lambda }_1^{}:=\{0\}`$.

Above discussion is the origin of the following definition.

###### Definition 2.1

A sequence $`(f_n)_{n0}`$ in $`\mathrm{\Lambda }`$ is called a sequence of right (left) orthogonal L-polynomials on $`𝕋`$ if

(I) $`f_n\mathrm{\Lambda }_n^{+()}\backslash \mathrm{\Lambda }_{n1}^{+()}`$

and there exists a hermitian functional $``$ on $`\mathrm{\Lambda }`$ such that

(II) $`(f_n,f_m)_{}=\mathrm{}_n\delta _{n,m},\mathrm{}_n0`$.

Then, we say that $`(f_n)_{n0}`$ is a sequence of orthogonal L-polynomials with respect to $``$. If, in addition, $`\mathrm{}_n=\pm 1`$ for all $`n`$, then we say that $`(f_n)_{n0}`$ is a sequence of orthonormal L-polynomials.

###### Remark Remark 2.1

Similarly to orthogonal polynomials, Condition (II) in Definition 2.1 can be replaced equivalently by

(IIIa) $`(f_{2n},z^k)_{}=0`$ if $`n+1kn`$, $`(f_{2n},z^n)_{}0`$,

$`(f_{2n+1},z^k)_{}=0`$ if $`nkn`$, $`(f_{2n+1},z^{n+1})_{}0`$,

in the case of right orthogonal L-polynomials. For left orthogonal L-polynomials the equivalent condition is

(IIIb) $`(f_{2n},z^k)_{}=0`$ if $`nkn1`$, $`(f_{2n},z^n)_{}0`$,

$`(f_{2n+1},z^k)_{}=0`$ if $`nkn`$, $`(f_{2n+1},z^{n1})_{}0`$.

Analogously to orthogonal polynomials, right and left orthogonal (orthonormal) L-polynomials are unique up to non null (unimodular) factors.

Contrary to what happens in the real line, in the unit circle right and left orthogonal L-polynomials are closely related.

###### Proposition 2.1

Let $``$ be a hermitian functional on $`\mathrm{\Lambda }`$ and let $`(f_n)_{n0}`$ be a sequence in $`\mathrm{\Lambda }`$. Then, $`(f_n)_{n0}`$ is a sequence of right orthogonal (orthonormal) L-polynomials with respect to $``$ iff $`(f_n)_{n0}`$ is a sequence of left orthogonal (orthonormal) polynomials with respect to $``$.

###### Demonstration Proof

Obviously $`f_n\mathrm{\Lambda }_n^{}\backslash \mathrm{\Lambda }_{n1}^{}`$ iff $`f_n\mathrm{\Lambda }_n^+\backslash \mathrm{\Lambda }_{n1}^+`$. The rest of the proof is just a consequence of the hermiticity of $``$, since it implies $`(f_n,f_m)_{}=\overline{(f_n,f_m)}_{}`$.

Moreover, in the unit circle, orthogonal L-polynomials can be easily constructed from orthogonal polynomials, something that does not hold in the real line. This fact, although trivializes such rational functions, is the key for their usefulness in the study of orthogonal polynomials.

###### Proposition 2.2

Let $``$ be a hermitian functional on $`\mathrm{\Lambda }`$ and let $`(f_n)_{n0}`$ be a sequence in $`\mathrm{\Lambda }`$. Let us define

$`p_{2n}^+(z)=z^n\overline{f}_{2n}(z^1),p_{2n+1}^+(z)=z^nf_{2n+1}(z),n0,`$
$`p_{2n}^{}(z)=z^nf_{2n}(z),p_{2n+1}^{}(z)=z^n\overline{f}_{2n+1}(z^1),n0.`$
Then, $`(f_n)_{n0}`$ is a sequence of right (left) orthogonal L-polynomials with respect to $``$ iff $`(p_n^{+()})_{n0}`$ is a sequence of orthogonal polynomials with respect to $``$. Moreover, $`(f_n)_{n0}`$ are orthonormal iff $`(p_n^{+()})_{n0}`$ so are.

###### Demonstration Proof

It is straightforward to prove that $`p_n^+_n\backslash _{n1}`$ iff $`f_n\mathrm{\Lambda }_n^+\backslash \mathrm{\Lambda }_{n1}^+`$. Moreover, $`(p_{2n}^+,z^k)_{}=\overline{(f_{2n},z^{nk})}_{}`$ and $`(p_{2n+1}^+,z^k)_{}=(f_{2n+1},z^{kn})_{}`$. Thus, $`p_{2n}^+`$ is orthogonal to $`1,\mathrm{},z^{2n1}`$ iff $`f_{2n}`$ is orthogonal to $`z^{n+1},\mathrm{},z^n`$, and $`p_{2n+1}^+`$ is orthogonal to $`1,\mathrm{},z^{2n}`$ iff $`f_{2n+1}`$ is orthogonal to $`z^n,\mathrm{},z^n`$. Besides, $`(p_{2n}^+,z^{2n})_{}=\overline{(f_{2n},z^n)}_{}`$ and $`(p_{2n+1}^+,z^{2n+1})_{}=(f_{2n+1},z^{n+1})_{}`$. Therefore, according to Remark 2.1, $`(p_n^+)_{n0}`$ is a sequence of orthogonal polynomials iff $`(f_n)_{n0}`$ is a sequence of right orthogonal L-polynomials. Finally, since $`(p_n^+,p_n^+)_{}=(f_n,f_n)_{}`$, we have that $`(p_n^+)_{n0}`$ are orthonormal iff $`(f_n)_{n0}`$ so are. A similar proof works in the case of left orthogonal L-polynomials.

###### Remark Remark 2.2

Above result establishes in the unit circle a one to one correspondence between sequences of orthogonal (orthonormal) polynomials and sequences of right or left orthogonal (orthonormal) L-polynomials. So, any sequence of right orthogonal (orthonormal) L-polynomials $`(f_n)_{n0}`$ is obtained from a sequence of orthogonal (orthonormal) polynomials $`(p_n)_{n0}`$ by the relations

$`f_{2n}(z)=z^np_{2n}^{}(z),n0,`$
$`f_{2n+1}(z)=z^np_{2n+1}(z),n0.`$
The corresponding sequence of left orthogonal (orthonormal) polynomials $`(f_n)_{n0}`$ is given by

$`f_{2n}(z)=z^np_{2n}(z),n0,`$
$`f_{2n+1}(z)=z^{n1}p_{2n+1}^{}(z),n0.`$
Moreover, $`\mathrm{}_n:=(f_n,f_n)_{}=(f_n,f_n)_{}=(p_n,p_n)_{}`$.

Notice that $`f_n`$ and $`f_n`$ are linearly independent for $`n1`$: for odd index it is obvious; for even index it is a consequence of the same property for $`p_n`$ and $`p_n^{}`$.

From above comments we see that the conditions for the existence of orthogonal polynomials or L-polynomials are the same, that is, quasi-definite hermitian functionals on $`\mathrm{\Lambda }`$ are just those hermitian functionals for which there exist (right or left) orthogonal L-polynomials.

###### Definition 2.2

Given a quasi-definite hermitian functional $``$ on $`\mathrm{\Lambda }`$, we denote by $`(\chi _n)_{n0}`$ the sequence of right orthonormal L-polynomial defined by

$`\chi _{2n}(z):=z^n\phi _{2n}^{}(z),n0,`$
$`\chi _{2n+1}(z):=z^n\phi _{2n+1}(z),n0,`$
where $`(\phi _n)_{n0}`$ is the corresponding sequence of orthonormal polynomials with positive leading coefficients. We refer to $`(\chi _n)_{n0}`$ ($`(\chi _n)_{n0}`$) as the standard right (left) orthogonal L-polynomials associated to $``$.

The standard right and left orthonormal L-polynomials satisfy some useful relations that are direct consequences of the recurrence relation for the corresponding orthonormal polynomials.

###### Proposition 2.3

Let $``$ be a quasi-definite hermitian functional on $`\mathrm{\Lambda }`$ and let $`(\chi _n)_{n0}`$ be the related sequence of standard right orthonormal L-polynomials. Then,

$`\left(\begin{array}{c}\chi _{2n}(z)\\ \chi _{2n}(z)\end{array}\right)={\displaystyle \frac{1}{\rho _{2n}}}\left(\begin{array}{cc}\overline{a}_{2n}& 1\\ 1& a_{2n}\end{array}\right)\left(\begin{array}{c}\chi _{2n1}(z)\\ \chi _{2n1}(z)\end{array}\right),n1,`$ $`i`$$`\mathrm{𝑖𝑖}`$$`\mathrm{𝑖𝑖𝑖}`$
$`\left(\begin{array}{c}\chi _{2n1}(z)\\ \chi _{2n}(z)\end{array}\right)=\mathrm{\Theta }_{2n}\left(\begin{array}{c}\chi _{2n1}(z)\\ \chi _{2n}(z)\end{array}\right),n1,`$
$`z`$ $`\left(\begin{array}{c}\chi _{2n}(z)\\ \chi _{2n+1}(z)\end{array}\right)=\mathrm{\Theta }_{2n+1}\left(\begin{array}{c}\chi _{2n}(z)\\ \chi _{2n+1}(z)\end{array}\right),n0,`$
$`\mathrm{\Theta }_n:=\left(\begin{array}{cc}a_n& \rho _n\\ \widehat{\rho }_n& \overline{a}_n\end{array}\right),n1,`$
where $`(a_n)_n`$ are the Schur parameters associated to $``$, $`\rho _n=|1|a_n|^2|^{1/2}`$ and $`\widehat{\rho }_n=\epsilon _n\rho _n`$ with $`\epsilon _n=`$ sg$`\left(1|a_n|^2\right)`$.

###### Demonstration Proof

All the relations follow straightforward from (1.4), (1.5), (1.7) and Definition 2.2.

### 2.1. Recurrence relation for orthogonal L-polynomials on $`𝕋`$

We know that, in the unit circle, the action of the multiplication operator over the orthogonal polynomials does not provide a recurrence relation for them. However, as we see in the next proposition, for the orthogonal L-polynomials the situation is much better.

###### Proposition 2.4

Let $`(f_n)_{n0}`$ be a sequence of right orthogonal L-polynomials on $`𝕋`$. Then, there exist $`\pi _{n,k}`$, $`|nk|2`$, such that

$`zf_n(z)={\displaystyle \underset{k=n2}{\overset{n+2}{}}}\pi _{n,k}f_k(z),n0,`$
$`zf_n(z)={\displaystyle \underset{k=n2}{\overset{n+2}{}}}{\displaystyle \frac{\mathrm{}_n}{\mathrm{}_k}}\pi _{k,n}f_k(z),n0,`$
where $`\mathrm{}_n=(f_n,f_n)_{}`$ and we use the convention $`f_k=0`$ for $`k<0`$.

###### Demonstration Proof

Notice that $`zf_nz\mathrm{\Lambda }_n^+\mathrm{\Lambda }_{n+2}^+=f_0,f_1,\mathrm{},f_{n+2}`$. Moreover, since $`f_n`$ is orthogonal to $`f_0,f_1,\mathrm{},f_{n1}=\mathrm{\Lambda }_{n1}`$, we find that $`zf_n`$ is orthogonal to $`z\mathrm{\Lambda }_{n1}\mathrm{\Lambda }_{n3}=f_0,f_1,\mathrm{},f_{n3}`$. Therefore, $`zf_nf_{n2},\mathrm{},f_{n+2}`$. Taking into account that $`(f_n)_{n0}`$ is a sequence of left orthogonal polynomials, we find following similar arguments that $`zf_nf_{n2},\mathrm{},f_{n+2}`$. Therefore, for $`n0`$,

$$zf_n(z)=\underset{k=n2}{\overset{n+2}{}}\pi _{n,k}f_k(z),zf_n(z)=\underset{k=n2}{\overset{n+2}{}}\pi _{n,k}f_k(z),$$

with $`\pi _{n,k}=(zf_n,f_k)_{}/(f_k,f_k)_{}`$ and $`\pi _{n,k}=(zf_n,f_k)_{}/(f_k,f_k)_{}`$. Using the definition of the substar conjugate, we find that $`\pi _{n,k}=\pi _{k,n}\mathrm{}_n/\mathrm{}_k`$.

Above proposition says that orthogonal L-polynomials on the unit circle satisfy a five term recurrence relation. This fact was already known for orthogonal L-polynomials on the real line, and used to solve the strong Hamburger moment problem through operator theory techniques .

From the relation between orthogonal L-polynomials and orthogonal polynomials on $`𝕋`$, it is possible to obtain explicitly the coefficients of the recurrence relation for the orthogonal L-polynomials in terms of the Schur parameters associated to the orthogonal polynomials.

###### Proposition 2.5

Given a quasi-definite hermitian functional $``$ on $`\mathrm{\Lambda }`$, the related standard right orthogonal L-polynomials $`(\chi _n)_{n0}`$ satisfy the recurrence relation

$`z\chi _0(z)=a_1\chi _0(z)+\rho _1\chi _1(z),`$
$`z\left(\begin{array}{c}\chi _{2n1}(z)\\ \chi _{2n}(z)\end{array}\right)=\widehat{M}_{2n1}^T\left(\begin{array}{c}\chi _{2n2}(z)\\ \chi _{2n1}(z)\end{array}\right)+M_{2n}\left(\begin{array}{c}\chi _{2n}(z)\\ \chi _{2n+1}(z)\end{array}\right),n1,`$
$`M_n:=\left(\begin{array}{cc}\rho _na_{n+1}& \rho _n\rho _{n+1}\\ \overline{a}_na_{n+1}& \overline{a}_n\rho _{n+1}\end{array}\right),\widehat{M}_n:=\left(\begin{array}{cc}\widehat{\rho }_na_{n+1}& \widehat{\rho }_n\widehat{\rho }_{n+1}\\ \overline{a}_na_{n+1}& \overline{a}_n\widehat{\rho }_{n+1}\end{array}\right),n1,`$
where $`(a_n)_n`$ are the Schur parameters associated to $``$, $`\rho _n=|1|a_n|^2|^{1/2}`$ and $`\widehat{\rho }_n=\epsilon _n\rho _n`$ with $`\epsilon _n=`$ sg$`\left(1|a_n|^2\right)`$.

###### Demonstration Proof

From equations (1.4), (1.7) and Definition 2.2, we have that, for $`n1`$,

$`z\chi _{2n1}`$ $`=z^{2n}\phi _{2n1}=z^{1n}(\rho _{2n}\phi _{2n}a_{2n}\phi _{2n1}^{})`$
$`=z^n\rho _{2n}(\rho _{2n+1}\phi _{2n+1}a_{2n+1}\phi _{2n}^{})z^{1n}a_{2n}(\overline{a}_{2n1}\phi _{2n1}+\widehat{\rho }_{2n1}\phi _{2n2}^{})`$
$`=\rho _{2n}\rho _{2n+1}\chi _{2n+1}\rho _{2n}a_{2n+1}\chi _{2n}\overline{a}_{2n1}a_{2n}\chi _{2n1}\widehat{\rho }_{2n1}a_{2n}\chi _{2n2},`$
$`z\chi _{2n}`$ $`=z^{1n}\phi _{2n}^{}=z^{1n}(\overline{a}_{2n}\phi _{2n}+\widehat{\rho }_{2n}\phi _{2n1}^{})`$
$`=z^n\overline{a}_{2n}(\rho _{2n+1}\phi _{2n+1}a_{2n+1}\phi _{2n}^{})+z^{1n}\widehat{\rho }_{2n}(\overline{a}_{2n1}\phi _{2n1}+\widehat{\rho }_{2n1}\phi _{2n2}^{})`$
$`=\overline{a}_{2n}\rho _{2n+1}\chi _{2n+1}\overline{a}_{2n}a_{2n+1}\chi _{2n}+\overline{a}_{2n1}\widehat{\rho }_{2n}\chi _{2n1}+\widehat{\rho }_{2n1}\widehat{\rho }_{2n}\chi _{2n2}.`$
Besides, from Definition 2.2 and (1.4),

$$z\chi _0=z\phi _0^{}=z\phi _0=\rho _1\phi _1a_1\phi _0^{}=\rho _1\chi _1a_1\chi _0,$$

which completes the proof.

###### Remark Remark 2.3

Following similar arguments to previous proof, from (1.5) and (1.6) we find that the recurrence relation for the standard left orthogonal L-polynomials $`(\chi _n)_{n0}`$ is

$`z\left(\begin{array}{c}\chi _0(z)\\ \chi _1(z)\end{array}\right)=\left(\begin{array}{c}a_1\\ \widehat{\rho }_1\end{array}\right)\chi _0(z)+M_1\left(\begin{array}{c}\chi _1(z)\\ \chi _2(z)\end{array}\right),`$
$`z\left(\begin{array}{c}\chi _{2n}(z)\\ \chi _{2n+1}(z)\end{array}\right)=\widehat{M}_{2n}^T\left(\begin{array}{c}\chi _{2n1}(z)\\ \chi _{2n}(z)\end{array}\right)+M_{2n+1}\left(\begin{array}{c}\chi _{2n+1}(z)\\ \chi _{2n+2}(z)\end{array}\right),n1.`$
## 3. Orthogonal polynomials on $`𝕋`$ and five-diagonal matrices

The recurrence relation for the standard orthonormal L-polynomials provides a five-diagonal infinite matrix that plays in the unit circle a similar role to the one played by the Jacobi matrix in the real line.

###### Definition 3.1

The five-diagonal matrix $``$ associated to a quasi-definite hermitian functional $``$ on $`\mathrm{\Lambda }`$ is the following infinite matrix

$``$ $`:=\left(\begin{array}{cccc}a_1\rho _1& 0& 0& \mathrm{}\\ \widehat{M}_1^T& M_2& 0& \mathrm{}\\ 0& \widehat{M}_3^T& M_4& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)`$
$`=\left(\begin{array}{ccc}a_1& \rho _1& 0\\ \widehat{\rho }_1a_2& \overline{a}_1a_2& \rho _2a_3& \rho _2\rho _3\\ \widehat{\rho }_1\widehat{\rho }_2& \overline{a}_1\widehat{\rho }_2& \overline{a}_2a_3& \overline{a}_2\rho _3& 0\\ & 0& \widehat{\rho }_3a_4& \overline{a}_3a_4& \rho _4a_5& \rho _4\rho _5\\ & & \widehat{\rho }_3\widehat{\rho }_4& \overline{a}_3\widehat{\rho }_4& \overline{a}_4a_5& \overline{a}_4\rho _5& 0\\ & & & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)`$
where $`(a_n)_n`$ are the Schur parameters related to $``$, $`\rho _n=|1|a_n|^2|`$ and $`\widehat{\rho }_n=\epsilon _n\rho _n`$ with $`\epsilon _n=`$ sg$`\left(1|a_n|^2\right)`$.

###### Remark Remark 3.1

Proposition 2.5 means that $``$ is just the matrix of $`\mathrm{\Pi }`$ with respect to the basis of $`\mathrm{\Lambda }`$ constituted by the standard right orthonormal L-polynomials $`(\chi _n)_{n0}`$ related to $``$. When $``$ is positive definite, Proposition 2.4 implies that $`^T`$ is the matrix of $`\mathrm{\Pi }`$ when the standard left orthonormal L-polynomials $`(\chi _n)_{n0}`$ are the basis chosen for $`\mathrm{\Lambda }`$. Taking into account this proposition we get that, in the general quasi-definite case, the matrix $`_{}`$ of $`\mathrm{\Pi }`$ with respect to $`(\chi _n)_{n0}`$ is given by $`_{}=E^TE`$, being $`E`$ the infinite diagonal matrix

$$E:=\left(\begin{array}{cccc}e_0& 0& 0& \mathrm{}\\ 0& e_1& 0& \mathrm{}\\ 0& 0& e_2& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right),$$

with $`e_n=(\chi _n,\chi _n)_{}=(\phi _n,\phi _n)_{}`$. In fact, from Remark 2.3, we find that $`_{}`$ is the result of substituting in $`^T`$ the coefficients $`\rho _n`$ by $`\widehat{\rho }_n`$ and vice versa.

Notice that $`\mathrm{\Pi }=\mathrm{\Pi }^{(1)}\mathrm{\Pi }^{(2)}=\mathrm{\Pi }^{(3)}\mathrm{\Pi }^{(1)}`$, where $`\mathrm{\Pi }^{(i)}`$, $`i=1,2,3`$, are the linear operators on $`\mathrm{\Lambda }`$ defined by

$$\mathrm{\Pi }^{(1)}:\underset{\chi _n(z)z\chi _n(z)}{\mathrm{\Lambda }\mathrm{\Lambda }},\mathrm{\Pi }^{(2)}:\underset{\chi _n(z)\chi _n(z)}{\mathrm{\Lambda }\mathrm{\Lambda }},\mathrm{\Pi }^{(3)}:\underset{z\chi _n(z)z\chi _n(z)}{\mathrm{\Lambda }\mathrm{\Lambda }}.$$

From this fact and Proposition 2.3, we find that $`=^{(2)}^{(1)}`$ and $`_{}=^{(1)}^{(2)}`$, where $`^{(1)}`$, $`^{(2)}`$ are the following block-diagonal matrices

$$^{(1)}:=\left(\begin{array}{cccc}\mathrm{\Theta }_1& 0& 0& \mathrm{}\\ 0& \mathrm{\Theta }_3& 0& \mathrm{}\\ 0& 0& \mathrm{\Theta }_5& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right),^{(2)}:=\left(\begin{array}{cccc}1& 0& 0& \mathrm{}\\ 0& \mathrm{\Theta }_2& 0& \mathrm{}\\ 0& 0& \mathrm{\Theta }_4& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right),$$

being all the blocks two-dimensional, excepting the first one for $`^{(2)}`$, that is one-dimensional.

This gives a decomposition of the five-diagonal matrices $``$, $`_{}`$ as a product of two tri-diagonal matrices with special properties: since $`\mathrm{\Theta }_n\overline{\mathrm{\Theta }}_n=I_2`$ for all $`n`$, we have that $`^{(i)}\overline{^{(i)}}=I=\overline{^{(i)}}^{(i)}`$, $`i=1,2`$ ($`I`$ is the infinite unit matrix). In the positive definite case $`\widehat{\rho }_n=\rho _n`$ and, thus, $`^{(1)}`$, $`^{(2)}`$ are symmetric and, so, unitary too. Therefore, $``$ is unitary for a positive definite functional $``$. This is not a casuality, since, if $`\mu `$ is the measure on $`𝕋`$ associated to the positive definite functional $``$, then $``$ is the matrix of the unitary operator

$$U_\mu :\underset{f(z)zf(z)}{L_\mu ^2L_\mu ^2}$$

with respect to the Hilbert basis $`(\chi _n)_{n0}`$ of the space of $`\mu `$-square integrable functions $`L_\mu ^2`$.

Notice that, for the principal submatrices of order $`n`$, we can write too $`_n=_n^{(2)}_n^{(1)}`$ and $`_n=_n^{(1)}_n^{(2)}`$, but now we can only state that $`_n^{(1)}\overline{_n^{(1)}}=I_n`$ for even $`n`$ and $`_n^{(2)}\overline{_n^{(2)}}=I_n`$ for odd $`n`$.

Analogously to what happens for orthogonal polynomials on $`𝕋`$ and the corresponding Hessenberg matrix, one would expect a relation between the zeros of orthogonal L-polynomials on $`𝕋`$ and the principal submatrices of the related five-diagonal matrix. But, the connection between orthogonal polynomials and L-polynomials on $`𝕋`$, provides finally a relation of those principal submatrices with the zeros of orthogonal polynomials. This fact justifies the mentioned analogy between the Jacobi matrix on the real line and the the five-diagonal matrix found on the unit circle.

###### Theorem 3.1

Let $``$ be the five-diagonal matrix associated to a quasi-definite hermitian functional on $`\mathrm{\Lambda }`$ with monic orthogonal polynomials $`(\varphi _n)_{n0}`$ and standard right orthonormal L-polynomials $`(\chi _n)_{n0}`$. Then, for $`n1`$:

(i) The characteristic polynomial of the principal submatrix $`_n`$ of $``$ of order $`n`$ is $`\varphi _n`$.

(ii) The eigenvalues of $`_n`$ have always geometric multiplicity equal to 1.

(iii) An eigenvector of $`_n`$ corresponding to the eigenvalue $`\lambda `$ is given by $`X_n(\lambda )`$, where $`X_n(z):=z^{[\frac{n1}{2}]}(\chi _0(z),\chi _1(z),\mathrm{},\chi _{n1}(z))^T`$.

###### Demonstration Proof

From Proposition 2.5, and using 2.3 (iii), we can write

$`(zI_n_n)X_n(z)=b_n(z),`$
$`b_n(z)=\{\begin{array}{cc}\rho _nz^{1+[\frac{n1}{2}]}\chi _n(z)(0,0,\mathrm{},0,1)^T,\hfill & \text{if}n\text{is even},\hfill \\ \rho _nz^{[\frac{n1}{2}]}\chi _n(z)(0,0,\mathrm{},\rho _{n1},\overline{a}_{n1})^T,\hfill & \text{if}n\text{is odd},\hfill \end{array}`$
where $`I_n`$ is the unit matrix of order $`n`$.

If $`n`$ is even, applying Cramer’s rule to solve above system with respect to $`\chi _{n1}(z)`$, we get

$`\chi _{n1}(z)=`$ $`{\displaystyle \frac{1}{det(zI_n_n)}}det\left(\begin{array}{cc}& 0\\ zI_{n1}_{n1}& \mathrm{}\\ & 0\\ \mathrm{}& \rho _nz\chi _n(z)\end{array}\right)`$
$`=`$ $`{\displaystyle \frac{det(zI_{n1}_{n1})}{det(zI_n_n)}}\rho _nz\chi _n(z).`$
Since $`\phi _j(z)=\kappa _j\varphi _j(z)`$ and $`\rho _j=\kappa _{j1}/\kappa _j`$, using Definition 2.2 we find that

$$\frac{\varphi _n(z)}{det(zI_n_n)}=\frac{\varphi _{n1}(z)}{det(zI_{n1}_{n1})}.$$

When $`n`$ is odd, Cramer’s rule to solve the initial system with respect to $`\chi _{n2}(z)`$ gives

$`\chi _{n2}(z)=`$ $`{\displaystyle \frac{1}{det(zI_n_n)}}det\left(\begin{array}{ccc}& 0& 0\\ zI_{n2}_{n2}& \mathrm{}& \mathrm{}\\ & 0& 0\\ \mathrm{}& \rho _{n1}\rho _n\chi _n(z)& \rho _{n1}a_n\\ \mathrm{}& \overline{a}_{n1}\rho _n\chi _n(z)& z+\overline{a}_{n1}a_n\end{array}\right)`$
$`=`$ $`{\displaystyle \frac{det(zI_{n2}_{n2})}{det(zI_n_n)}}z\rho _{n1}\rho _n\chi _n(z),`$
and, therefore,

$$\frac{\varphi _n(z)}{det(zI_n_n)}=\frac{\varphi _{n2}(z)}{det(zI_{n2}_{n2})}.$$

Hence, we find by induction that, for $`n1`$,

$$\frac{\varphi _n(z)}{det(zI_n_n)}=\frac{\varphi _1(z)}{det(zI_1_1)},$$

which proves (i) since $`\varphi _1(z)=z+a_1=det(zI_1_1)`$.

So, the eigenvalues of $`_n`$ coincide with the zeros of $`\varphi _n`$. Using Definition 2.2, we find that

$$b_n(z)=\{\begin{array}{cc}\rho _n\phi _n(z)(0,0,\mathrm{},0,1)^T,\hfill & \text{if}n\text{is even},\hfill \\ \rho _n\phi _n(z)(0,0,\mathrm{},\rho _{n1},\overline{a}_{n1})^T,\hfill & \text{if}n\text{is odd}.\hfill \end{array}$$

Thus, if $`\lambda `$ is an eigenvalue of $`_n`$, it must be $`(\lambda I_n_n)X_n(\lambda )=0`$ and, hence, just showing that $`X_n(\lambda )0`$, (iii) is proved. First of all, notice that $`X_n(z)`$ is well defined for any value of $`z`$ since their components are polynomials in $`z`$. If $`\lambda 0`$, the first component of $`X_n(\lambda )`$ is non null because $`\chi _0(z)=1`$. On the contrary, when $`\lambda =0`$, one of the last two components can not vanish because

$$X_n(0)=\{\begin{array}{cc}(0,0,\mathrm{},\kappa _{n2},\kappa _{n1}a_{n1})^T,\hfill & \text{if}n\text{is even},\hfill \\ (0,0,\mathrm{},0,\kappa _{n1})^T,\hfill & \text{if}n\text{is odd}.\hfill \end{array}$$

It only remains to prove (ii). If $`v=(v_1,v_2,\mathrm{},v_n)^T`$ satisfies $`_nv=\lambda v`$, then

$$\{\begin{array}{cc}a_1v_1+\rho _1v_2=\lambda v_1,\hfill & \\ \widehat{M}_{2k1}^T\left(\begin{array}{c}v_{2k1}\\ v_{2k}\end{array}\right)+M_{2k}\left(\begin{array}{c}v_{2k+1}\\ v_{2k+2}\end{array}\right)=\lambda \left(\begin{array}{c}v_{2k}\\ v_{2k+1}\end{array}\right),\hfill & k=1,\mathrm{},\left[\frac{n}{2}\right]1,\hfill \\ \widehat{\rho }_{n1}a_nv_{n1}\overline{a}_{n1}a_nv_n=\lambda v_n,\hfill & \text{if}n\text{is even},\hfill \\ \widehat{M}_{n2}^T\left(\begin{array}{c}v_{n2}\\ v_{n1}\end{array}\right)+\left(\begin{array}{c}\rho _{n1}a_n\\ \overline{a}_{n1}a_n\end{array}\right)v_n=\lambda \left(\begin{array}{c}v_{n1}\\ v_n\end{array}\right),\hfill & \text{if}n\text{is odd}.\hfill \end{array}$$

Let us suppose first that $`\lambda 0`$. In this case we are going to prove by induction that $`v_1=0`$ iff $`v_n=0`$ for all $`n`$. When $`v_1=0`$, the first equation of previous system gives $`v_2=0`$, while the second equation implies that, if $`v_{2k1}=v_{2k}=0`$ for some $`k[n/2]1`$, then

$$M_{2k}\left(\begin{array}{c}v_{2k+1}\\ v_{2k+2}\end{array}\right)=\lambda \left(\begin{array}{c}0\\ v_{2k+1}\end{array}\right).$$

Using the expression of $`M_n`$ given in Proposition 2.5, we get from this identity that $`v_{2k+1}=v_{2k+2}=0`$. Therefore, if $`v_1=0`$, then $`v_{2k1}=v_{2k}=0`$ for $`k[n/2]`$, what proves that $`v=0`$ if $`n`$ is even. When $`n`$ is odd, the last identity of the system for $`v`$ gives $`v_{2n+1}=0`$ and, so, $`v=0`$ too.

Hence, if $`v=(v_1,v_2,\mathrm{},v_n)^T,v^{}=(v_1^{},v_2^{},\mathrm{},v_n^{})^T`$ are eigenvectors of $`_n`$ with the same eigenvalue $`\lambda 0`$, then $`v_1,v_1^{}0`$. Since $`w=v_1^{}vv_1v^{}`$ satisfies $`_nw=\lambda w`$ and $`w_1=0`$, it must be $`w=0`$ and, thus, $`v,v^{}`$ are linearly dependent.

Let us consider now the case $`\lambda =0`$. If $`v=(v_1,v_2,\mathrm{},v_n)^T`$ satisfies $`_nv=0`$, then, taking into account that $`a_n=0`$, we have that

$$\{\begin{array}{cc}a_1v_1+\rho _1v_2=0,\hfill & \\ \widehat{M}_{2k1}^T\left(\begin{array}{c}v_{2k1}\\ v_{2k}\end{array}\right)+M_{2k}\left(\begin{array}{c}v_{2k+1}\\ v_{2k+2}\end{array}\right)=0,\hfill & k=1,\mathrm{},\left[\frac{n}{2}\right]1,\hfill \\ \widehat{M}_{n2}^T\left(\begin{array}{c}v_{n2}\\ v_{n1}\end{array}\right)=0,\hfill & \text{if}n\text{is odd}.\hfill \end{array}$$

The last equation is equivalent to $`\widehat{\rho }_{n2}v_{n2}+\overline{a}_{n2}v_{n1}=0`$, while, multiplying on the left by $`\overline{\mathrm{\Theta }}_{2k}`$, the second relation becomes $`\widehat{\rho }_{2k1}v_{2k1}+\overline{a}_{2k1}v_{2k}=a_{2k+1}v_{2k+1}+\rho _{2k+1}v_{2k+2}=0`$. Therefore, the system for $`v`$ is equivalent to

$$\{\begin{array}{cc}\mathrm{\Theta }_{2k1}\left(\begin{array}{c}v_{2k1}\\ v_{2k}\end{array}\right)=0,\hfill & k=1,\mathrm{},\left[\frac{n1}{2}\right],\hfill \\ a_{n1}v_{n1}+\rho _{n1}v_n=0,\hfill & \text{if}n\text{is even}.\hfill \end{array}$$

from what it is straightforward to see that $`v`$ must be proportional to $`X_n(0)`$.

###### Remark Remark 3.2

From Remark 2.3, it can be shown that (i) and (ii) remains true for the matrix $`_{}`$. Besides, the eigenvectors associated to an eigenvalue $`\lambda `$ of $`_n`$ are given by $`X_n(\lambda )`$, being $`X_n(z):=z^{[\frac{n}{2}]}(\chi _0(z),\chi _1(z),\mathrm{},\chi _{n1}(z))^T`$. Notice that, when $`\lambda =0`$,

$$X_n(0)=\{\begin{array}{cc}(0,0,\mathrm{},0,\kappa _{n1})^T,\hfill & \text{if}n\text{is even},\hfill \\ (0,0,\mathrm{},\kappa _{n2},\kappa _{n1}a_{n1})^T,\hfill & \text{if}n\text{is odd}.\hfill \end{array}$$

Remark 2.1 implies that $`_n=E_n_n^TE_n`$, where $`E_n`$ is the principal submatrix of $`E`$ of order $`n`$. Thus, if $`\lambda `$ is an eigenvalue of $`_n`$, and taking into account that $`E_n^2=1`$, we find that $`_n^TE_nX_n(\lambda )=\lambda E_nX_n(\lambda )`$, that is, $`E_nX_n(\lambda )`$ is an eigenvector of $`_n^T`$ with eigenvalue $`\lambda `$.

Notice that, if $`\lambda `$ is a zero of $`\varphi _n`$, then we can take as associated eigenvectors of $`_n`$ and $`_n`$, $`V_n(\lambda )`$ and $`V_n(\lambda )`$ respectively, where

$`V_n(z)=\{\begin{array}{cc}(\chi _0(z),\chi _1(z),\mathrm{},\chi _{n1}(z))^T,\hfill & \text{if}\lambda 0,\hfill \\ (0,0,\mathrm{},\rho _{n1},a_{n1})^T,\hfill & \text{if}\lambda =0,\text{even}n,\hfill \\ (0,0,\mathrm{},0,1)^T,\hfill & \text{if}\lambda =0,\text{odd}n,\hfill \end{array}`$
$`V_n(z)=\{\begin{array}{cc}(\chi _0(z),\chi _1(z),\mathrm{},\chi _{n1}(z))^T,\hfill & \text{if}\lambda 0,\hfill \\ (0,0,\mathrm{},0,1)^T,\hfill & \text{if}\lambda =0,\text{even}n,\hfill \\ (0,0,\mathrm{},\rho _{n1},a_{n1})^T,\hfill & \text{if}\lambda =0,\text{odd}n.\hfill \end{array}`$
Taking into account Remark 3.1, the eigenvalue problem for $`_n`$ can be translated into

$$\{\begin{array}{cc}_n^{(1)}X_n(\lambda )=\lambda \overline{_n^{(2)}}X_n(\lambda ),\hfill & \text{for odd}n,\hfill \\ _n^{(2)}X_n(\lambda )=\lambda \overline{_n^{(1)}}X_n(\lambda ),\hfill & \text{for even}n.\hfill \end{array}$$

That is, the zeros of $`\varphi _n`$ can be viewed as the eigenvalues of the five-diagonal matrices $`_n`$ and $`_n`$, or, alternatively, as the generalized eigenvalues of the tri-diagonal pencil $`(_n^{(1)},\overline{_n^{(2)}})`$ or $`(_n^{(2)},\overline{_n^{(1)}})`$ depending on if $`n`$ is odd or even.

Previous theorem gives a spectral interpretation for the zeros of orthogonal polynomials on $`𝕋`$, that allows to calculate them using eigenvalue techniques for banded matrices. This implies a reduction of their computational cost if compared with the calculation using Hessenberg matrices . The banded structure of the five-diagonal matrices, together with their simple dependence on the Schur parameters, permits even to obtain properties of the zeros by means of standard matricial techniques, as we will show afterwards. In fact, this banded structure makes possible to apply similar techniques to those usual for the Jacobi tri-diagonal matrix on the real line.

Besides, contrary to the Hessenberg matrix $``$ associated to the orthogonal polynomials on $`𝕋`$, every Schur parameter appears in only finitely many elements of the matrix $``$. This makes easier for $``$ than for $``$ the analysis of the effects of perturbations of the sequence of Schur parameters. In particular, every modification of a finite number of Schur parameters induces a finite dimensional perturbation of the five-diagonal matrix $``$, something that is not true for the Hessenberg matrix $``$. We will take advantage of these facts in the following section.

As for the relation between $`_n`$ and $`_n`$, the geometric multiplicity of any eigenvalue of an irreducible Hessenberg matrix is always one  and, so, it follows from Theorem 3.1 that $`_n`$ and $`_n`$, not only have the same characteristic polynomial, but are indeed similar matrices. This fact was not obvious since $`_n`$ and $`_n`$ are matrix representations of different truncations of the multiplication operator.

## 4. Applications

As a first application of the five-diagonal representation for orthogonal polynomials on $`𝕋`$, we will derive bounds for their zeros in the general quasi-definite case, where only very few things are known.

###### Theorem 4.1

Let $``$ be a quasi-definite hermitian linear functional on $`\mathrm{\Lambda }`$, $`(a_n)_n`$ the corresponding sequence of Schur parameters and $`\{z_j^n\}_{j=1}^n`$ the zeros of a $`n`$-th orthogonal polynomial associated with $``$. Then,

$$R_1|a_j|R_2,\mathrm{\hspace{0.33em}\hspace{0.33em}1}jnK_1|z_j^n|K_2,\mathrm{\hspace{0.33em}\hspace{0.33em}1}jn,$$

where $`K_1=R_1^2+R_2^2K_2,K_2=(R_2+K)^2,K=\mathrm{max}\{|1R_1^2|^{1/2},|1R_2^2|^{1/2}\}.`$

###### Demonstration Proof

Applying Gershgorin theorem  to the matrix $`_n`$ we find that their eigenvalues have to lie on a union of disks $`D_j,j=1,2,\mathrm{},n`$, with centers

$$c_j=\{\begin{array}{cc}a_1\hfill & \text{if}j=1,\hfill \\ \overline{a}_{j1}a_j,\hfill & \text{if}j=2,\mathrm{},n,\hfill \end{array}$$

and radii bounded by

$$r_j=\{\begin{array}{cc}\underset{kn}{\mathrm{max}}\rho _k,\hfill & \text{if}j=1,\hfill \\ (\underset{kn}{\mathrm{max}}\rho _k)^2+2(\underset{kn}{\mathrm{max}}\rho _k)(\underset{kn}{\mathrm{max}}|a_k|),\hfill & \text{if}j=2,\mathrm{},n.\hfill \end{array}$$

If $`R_1|a_j|R_2`$ for $`1jn`$, then $`R_1|c_1|R_2`$, $`r_1K`$, and $`R_1^2|c_j|R_2^2`$, $`r_jK^2+2KR_2`$, for $`2jn`$. Since $`|c_j|r_j|z||c_j|+r_j`$ for $`zD_j`$, any eigenvalue $`\lambda `$ of $`_n`$ must satisfy $`\mathrm{min}\{K_1,R_1K\}|\lambda |\mathrm{max}\{K_2,R_2+K\}`$. The theorem follows from the fact that $`K_1R_1K`$ and $`K_2R_2+K`$: $`K_2R_2+K`$ iff $`R_2+K1`$, which is true since $`R_2+KR_2+|1R_2^2|^{1/2}1`$; if $`R_21`$ then $`R_11`$ too and, thus, $`K_1=R_1^2+R_2^2K_2R_1+R_2(R_2+K)=R_1K`$; when $`R_21`$ we have that $`K_1R_1K`$ iff $`(2R_21)KR_1^2R_1K^2`$, which is true since $`R_1^2R_1K^2R_1^2R_1|1R_1^2|0`$.

So, bounds for the complete sequence of Schur parameters give uniform bounds for the zeros of orthogonal polynomials. Notice that, when applying Gershgorin theorem to the principal submatrices $`_n`$ of the Hessenberg matrix $``$, we do not get in general uniform bounds for the zeros because each new row includes more non vanishing elements. In fact, using (1.10) and (1.11) we would have found that the centers of the corresponding Gershgorin disks are the same ones given before, but the bounds for the radii would be now

$$r_j=\{\begin{array}{cc}(\underset{kn}{\mathrm{max}}\rho _k)\hfill & \text{if}j=1,\hfill \\ (\underset{kn}{\mathrm{max}}\rho _k)+\underset{r=1}{\overset{j1}{}}(\underset{kn}{\mathrm{max}}\rho _k)^r(\underset{kn}{\mathrm{max}}|a_k|)^2,\hfill & \text{if}j=2,\mathrm{},n,\hfill \end{array}$$

which does not always give uniform bounds for the zeros in the quasi-definite case.

The bounds that Theorem 4.1 gives for the zeros of orthogonal polynomials locate them in an annulus of radius $`K_2K_1=R_2^2R_1^2+4KR_2+2K^2`$. Thus, the best bounds appear when $`K`$ is close to 0, that is, when $`R_1,R_2`$ are close to 1. Since $`K_1,K_21`$ when $`R_1,R_21`$, we have the following immediate consequence.

###### Theorem 4.2

Let $``$ be a quasi-definite hermitian linear functional on $`\mathrm{\Lambda }`$, $`(a_n)_n`$ the corresponding sequence of Schur parameters and $`\{z_j^n\}_{k=1}^n`$ the zeros of a $`n`$-th orthogonal polynomial associated with $``$. Then, $`ϵ>0,\delta >0`$ such that

$$\left||a_j|1\right|<\delta ,\mathrm{\hspace{0.33em}\hspace{0.33em}1}jn\left||z_j^n|1\right|<ϵ,\mathrm{\hspace{0.33em}\hspace{0.33em}1}jn.$$

One choice that ensures this fact is $`\delta =\sqrt{1+\frac{ϵ^2}{4(1+ϵ)}}1`$.

###### Demonstration Proof

Following the notations given in Theorem 4.1, now $`R_1=1\delta ,R_2=1+\delta ,`$ with $`\delta >0,`$ and, thus, $`K=\sqrt{2\delta +\delta ^2}`$ and $`K_2=1+ϵ,K_1=1ϵ+\delta ^2`$, where $`ϵ=2K(1+\delta +K)`$. As $`K0`$ when $`\delta 0`$, the implication in the theorem turns out to be true. The value given there for $`\delta `$ is just the only positive solution for the equation $`2\sqrt{2\delta +\delta ^2}(1+\delta +\sqrt{2\delta +\delta ^2})=ϵ`$.

Roughly speaking, this last result says that, when the Schur parameters are close to the unit circle, the zeros of orthogonal polynomials so are. This fact is easy to derive for positive definite functionals because, in this case, both, Schur parameters and zeros, lie on the open unit disk and, hence, the relation

$$a_n=(1)^n\underset{j=1}{\overset{n}{}}z_j^n$$

implies that $`|a_n|<|z_j^n|<1`$ for $`1jn`$. Theorem 4.2 is the generalization of this property for the quasi-definite case.

In this first application we have exploited the banded structure of the five-diagonal matrix representation for orthogonal polynomials. Now we will show the advantages of this representation for the analysis of perturbations.

Let us consider the five-diagonal matrix $``$ of Definition 3.1 as a function of the sequence $`(a_n)_n`$. Then, its principal matrix of order $`n`$ becomes a function $`_n(a_1,a_2,\mathrm{},a_n)`$ of $`n`$ complex variables. Given $`\{a_j\}_{j=1}^n\backslash 𝕋`$, the analysis of the spectrum of $`_n(a_1,a_2,\mathrm{},a_n)`$ is equivalent to the study of the zeros of the last polynomial in the associated finite segment of orthogonal polynomials $`\{\varphi _j\}_{j=0}^n`$. We are going to analyze the variation of these zeros under perturbations of the parameters $`\{a_j\}_{j=1}^n`$.

Let $`\{a_j(t)\}_{k=1}^n\backslash 𝕋`$ be a set of parameters depending on a real or complex variable $`t`$ in a neighborhood of $`t=0`$. We consider $`a_j=a_j(0)`$ as unperturbed parameters and use for them previous notations. For the perturbed ones $`\{a_j(t)\}_{k=1}^n`$ we adopt following notations: $`\{\varphi _j^t\}_{j=0}^n`$ is the perturbed finite segment of orthogonal polynomials, the corresponding orthonormal polynomials are given by $`\phi _j^t(z)=\kappa _j(t)\varphi _j^t(z)`$ with $`\kappa _{j1}(t)/\kappa _j(t)=\rho _j(t)=|1|a_j(t)|^2|^{1/2}`$, and $`K_n^t`$ is the related $`n`$-th kernel. The associated standard right and left orthogonal L-polynomials are denoted by $`\chi _j^t`$ and $`\chi _j^t`$ respectively. Also, $`E_n(t)`$ is the diagonal matrix given by

$$E_n(t)=\left(\begin{array}{cccc}1& 0& \mathrm{}& 0\\ 0& e_1(t)& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& \mathrm{}& e_{n1}(t)\end{array}\right),e_j(t)=\underset{k=1}{\overset{j}{}}\epsilon _k(t),$$

where $`\epsilon _j(t)=`$ sg$`(1|a_j(t)|^2)`$. Besides, we write $`F_n(t):=_n(a_1(t),a_2(t),\mathrm{},a_n(t))`$. Finally, $`X_n^t`$ and $`X_n^t`$ are the related vector polynomials given in Theorem 3.1 and Remark 3.2, which yields the eigenvectors of $`F_n(t)`$ and $`F_n(t):=E_n(t)F_n(t)^TE_n(t)`$, respectively. The same holds for the vector polynomials $`V_n^t`$ and $`V_n^t`$.

Our aim is to study the variation of the zeros of $`\varphi _n^t`$ as a function of the (real or complex) variable $`t`$ for suitable perturbations. For this purpose it would be useful a “Hellmann-Feynman” type theorem  for the eigenvalues of $`F_n(t)`$. Although $`F_n(t)`$ is not self-adjoint and, even, neither normal too, we can find such a result taking advantage of the relation between the eigenvectors of $`F_n(t)`$ and $`F_n(t)^T`$  given in Remark 3.2. This is the basic idea under the proof of the following proposition.

###### Proposition 4.1

If $`a_j(t)`$ and $`\overline{a_j(t)}`$ are differentiable at $`t=0`$ for $`j=1,2,\mathrm{},n`$, and we can express an eigenvalue of $`F_n(t):=_n(a_1(t),a_2(t),\mathrm{},a_n(t))`$ as a function $`\lambda (t)`$ differentiable at $`t=0`$, then

$$V_n(\lambda )^TE_nF_n^{}(0)V_n(\lambda )=\{\begin{array}{cc}K_{n1}(\lambda ,\overline{\lambda ^1})\lambda ^{}(0),\hfill & \text{if}\lambda =\lambda (0)0,\hfill \\ e_{n1}a_{n1}\lambda ^{}(0),\hfill & \text{if}\lambda =\lambda (0)=0.\hfill \end{array}$$

###### Demonstration Proof

Under the hypothesis, $`E_n(t)`$, $`F_n(t)`$, as well as the eigenvectors $`X_n^t(\lambda (t))`$ and $`X_n^t(\lambda (t))`$, are differentiable at $`t=0`$ (notice that $`E_n(t)`$ has to be constant in a neighborhood of $`t=0`$ since $`\{a_j\}_{j=1}^n\backslash 𝕋`$). Thus, taking derivatives at $`t=0`$ in the identity

$$X_n^t(\lambda (t))^TE_n(t)F_n(t)X_n^t(\lambda (t))=\lambda (t)X_n^t(\lambda (t))^TE_n(t)X_n^t(\lambda (t)),$$

and using the fact that $`F_nX_n(\lambda )=\lambda X_n(\lambda )`$ and $`F_n^TE_nX_n(\lambda )=\lambda E_nX_n(\lambda )`$, we get that

$$X_n(\lambda )^TE_nF_n^{}(0)X_n(\lambda )=\lambda ^{}(0)X_n(\lambda )^TE_nX_n(\lambda ).$$

From this equation and the proportionality between the vectors $`X_n(\lambda )`$, $`X_n(\lambda )`$ and $`V_n(\lambda )`$, $`V_n(\lambda )`$, we find the desired result just noticing that

$$V_n(\lambda )^TE_nV_n(\lambda )=\{\begin{array}{cc}K_{n1}(\lambda ,\overline{\lambda ^1}),\hfill & \text{if}\lambda 0,\hfill \\ e_{n1}a_{n1},\hfill & \text{if}\lambda =0.\hfill \end{array}$$

###### Remark Remark 4.1

From the expression (1.9) for the kernel, and taking into account that $`\lambda `$ is a zero of $`\phi _n`$, for $`\lambda 0`$ we get that

$$K_{n1}(\lambda ,\overline{\lambda ^1})=e_n\lambda ^{1n}\phi _n^{}(\lambda )\phi _n^{}(\lambda ).$$
$`4.1`$
Notice that $`\phi _n`$ and $`\phi _n^{}`$ can never have a common non vanishing zero since, otherwise, the recurrence relations (1.4) and (1.5) would imply that $`\phi _j`$ and $`\phi _j^{}`$ have this common zero too for all $`jn`$, which is impossible. Thus, $`K_{n1}(\lambda ,\overline{\lambda ^1})=0`$ iff the zero $`\lambda `$ of $`\varphi _n`$ is multiple.

On the other hand, if $`\lambda =0`$, then $`\varphi _n`$ has a zero at the origin and, so, it must be $`a_n=0`$. In this situation, from the recurrence relation (1.1) we have that $`\varphi _n(z)=z\varphi _{n1}(z)`$ and, hence, $`a_{n1}=0`$ iff the zero $`\lambda =0`$ of $`\varphi _n`$ is multiple.

As a first application of previous proposition, we will discuss the variation of the zeros of a $`n`$-th orthogonal polynomial under the perturbation of the last Schur parameter $`a_n`$, which means the study of the zeros of the extensions of a finite segment of orthogonal polynomials. This is equivalent to analyze the eigenvalues of $`F(t)=_n(a_1,a_2,\mathrm{},a_{n1},t)`$ as a function of the complex variable $`t`$.

###### Theorem 4.3

Let $`\{\varphi _j\}_{j=0}^{n1}`$ be the finite segment of orthogonal polynomials associated to $`\{a_j\}_{j=1}^{n1}\backslash 𝕋`$. Then, the zeros of $`\varphi _n^t(z)=z\varphi _{n1}(z)+t\varphi _{n1}^{}(z)`$ are simple for $`t\backslash S`$, where $`S`$ has only a finite number of points in any compact subset of $``$. For $`t`$ in any simply connected domain of $`\backslash S`$, the zeros of $`\varphi _n^t`$ can be expressed as holomorphic functions of $`t`$. If $`\lambda (t)`$ is one of such functions, then,

$$\lambda ^{}(t)=\{\begin{array}{cc}e_{n1}\lambda (t)^{1n}\frac{(\phi _{n1}^{}(\lambda (t)))^2}{K_{n1}(\lambda (t),\overline{\lambda (t)^1})},\hfill & \text{if}\lambda (t)0,\hfill \\ e_{n1}\frac{1}{a_{n1}},\hfill & \text{if}\lambda (t)=0.\hfill \end{array}$$

###### Demonstration Proof

Since $`F(t):=_n(a_1,a_2,\mathrm{}.a_{n1},t)`$ is an analytic function of $`t`$ in $``$, the number of distinct eigenvalues of $`F_n(t)`$ and their algebraic multiplicities are constant up to, at most, a set $`S`$ with only a finite number of points in any compact subset of $``$. Moreover, for $`t`$ in any simply connected domain of $`\backslash S`$, these eigenvalues can be expressed as holomorphic functions $`\lambda (t)`$ .

So, just applying Proposition 4.1, and simplifying the result using Proposition 2.3 and the relation between standard orthogonal L-polynomials and orthogonal polynomials, we get that

$$\{\begin{array}{cc}K_{n1}(\lambda (t),\overline{\lambda (t)^1})\lambda ^{}(t)=e_{n1}\lambda (t)^{1n}(\phi _{n1}^{}(\lambda (t)))^2,\hfill & \text{if}\lambda (t)0,\hfill \\ a_{n1}\lambda ^{}(t)=1,\hfill & \text{if}\lambda (t)=0.\hfill \end{array}$$

From Remark 4.1 we see that the factors of $`\lambda ^{}(t)`$ in above equations vanish iff the zero $`\lambda (t)`$ of $`\varphi _n^t`$ is multiple. But, the right hand side can not be null (for $`\lambda (t)0`$ it can not be $`\phi _{n1}^{}(\lambda (t))=0`$ since, from (1.4), it would imply $`\phi _{n1}(\lambda (t))=0`$). So, we conclude that if $`\lambda (t_0)`$ is multiple, then $`\lambda (t)`$ is not differentiable at $`t=t_0`$. From Theorem 3.1, the multiplicity of $`\lambda (t)`$ as a zero of $`\varphi _n^t`$ coincides with its algebraic multiplicity as an eigenvalue of $`F_n(t)`$. Therefore, if $`F_n(t_0)`$ has less than $`n`$ distinct eigenvalues, then some of them can not be expressed as differentiable functions at $`t=t_0`$ and, so, $`t_0S`$. On the contrary, all the points $`t`$ where $`F_n(t)`$ has $`n`$ distinct eigenvalues are outside $`S`$ . So, we find that $`S`$ coincides exactly with the set of points where some zeros are multiple.

Finally, notice that all the quantities with index less than $`n`$ do not depend on $`t`$ since $`a_j`$ is constant for $`j<n`$. So, just using similar proofs to those given in Proposition 2.5, Theorem 3.1 and Proposition 4.1, we see that all these results remain true even for $`t𝕋`$.

Above theorem has the following immediate consequence.

###### Theorem 4.4

Given a finite segment of orthogonal polynomials, the set of its extensions with multiple zeros is at most denumerable. Moreover, in the positive definite case, this set is at most finite.

In a second application of Proposition 4.1, we will study the effect of a rotation of the Schur parameters on the zeros of orthogonal polynomials. First of all we will discuss the rotation of only one Schur parameter. This is equivalent to analyze the eigenvalues of $`F_n(t)=_n(a_1,a_2,\mathrm{},a_{k1},e^{it}a_k,a_{k+1},\mathrm{},a_n)`$ as a function of the real variable $`t[0,2\pi ]`$.

###### Theorem 4.5

Let $`(\phi _n^t)_{n0}`$ be the orthonormal polynomials with positive leading coefficients associated to the Schur parameters $`(a_n(t))_n`$, where $`a_n(t)=a_n\backslash 𝕋`$ for $`nk`$ and $`a_k(t)=e^{it}a_k`$, $`a_k\backslash 𝕋`$. Then, the number of distinct zeros of $`\phi _n^t`$ and their multiplicities are constant for $`t[0,2\pi ]\backslash S`$, where $`S`$ is at most finite. The zeros of $`\phi _n^t`$ can be expressed as differentiable functions of $`t`$ in $`[0,2\pi ]\backslash S`$. If $`\lambda (t)`$ is one of such functions for $`nk`$, then

$$K_{n1}^t(\lambda (t),\overline{\lambda (t)^1})\lambda ^{}(t)=i\lambda (t)^{1k}\left\{e_{k1}a_k(t)(\phi _{k1}^t(\lambda (t)))^2+e_k\overline{a_k(t)}(\phi _k^t(\lambda (t)))^2\right\}.$$

whenever $`\lambda (t)0`$.

###### Demonstration Proof

First of all, notice that $`F_n(t)=_n(a_1,a_2,\mathrm{},a_{k1},e^{it}a_k,a_{k+1},\mathrm{},a_n)`$ is not an analytic function of $`t`$ considered as a complex variable. So, if we want to apply similar arguments to those given in the proof of previous theorem, we have to change the starting point. Let us consider the five-diagonal matrix $``$ given in Definition 3.1 as a function of $`a_n,\overline{a}_n,\rho _n,\widehat{\rho }_n,n`$, taking them as independent variables. That is, denoting $`a:=(a_n)_n`$ and given the arbitrary sequences in $``$ $`b=(b_n)_n`$, $`c=(c_n)_n`$, $`d=(d_n)_n`$, let us define

$$𝒢(a,b,c,d):=\left(\begin{array}{ccc}a_1& c_1& 0\\ d_1a_2& b_1a_2& c_2a_3& c_2c_3\\ d_1d_2& b_1d_2& b_2a_3& b_2c_3& 0\\ & 0& d_3a_4& b_3a_4& c_4a_5& c_4c_5\\ & & d_3d_4& b_3d_4& b_4a_5& b_4c_5& 0\\ & & & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$

For $`w^{}`$, let $`𝒢(a(w),b(w),c,d)`$, where $`a_n(w)=a_n`$, $`b_n(w)=b_n`$ for $`nk`$ and $`a_k(w)=wa_k`$, $`b_k(w)=w^1b_k`$. Then, from $`𝒢_n(a(w),b(w),c,d)`$ we can recover $`F_n(t)`$ just choosing $`b=\overline{a}:=(\overline{a}_n)_n`$, $`c=\rho :=(\rho _n)_n`$, $`d=\widehat{\rho }:=(\widehat{\rho }_n)_n`$ and $`w=e^{it}`$, that is, $`F_n(t)=𝒢_n(a(e^{it}),\overline{a(e^{it})},\rho ,\widehat{\rho })`$. Since $`𝒢_n(a(w),b(w),c,d)`$ is an analytic function of $`w`$ in $`^{}`$, analogously to previous theorem we conclude that the number of distinct eigenvalues and their multiplicities are constant for $`w^{}\backslash S^{}`$, where $`S^{}`$ has only a finite number of points in any compact subset of $``$. Moreover, these eigenvalues can be expressed as analytic functions of $`w`$ in any simply connected domain of $`^{}\backslash S^{}`$. Therefore, the zeros of $`\phi _n^t`$, which are the eigenvalues of $`F_n(t)`$, are constant in number and multiplicity and can be expressed as differentiable functions of the real variable $`t`$ for $`t[0,2\pi ]\backslash S`$, where $`S=S^{}[0,2\pi ]`$ must be finite.

The rest of the theorem follows straightforward from the application of Proposition 4.1, and the simplification of the result so obtained by using Proposition 2.3 and the relation between standard orthogonal L-polynomials and orthogonal polynomials.

Finally, we will discuss the variation of the zeros of the orthogonal polynomials under the simultaneous rotation of all the Schur parameters. That is, we will study the eigenvalues of $`F_n(t)=(e^{it}a_1,e^{it}a_2,\mathrm{},e^{it}a_n)`$ as a function of the real variable $`t[0,2\pi ]`$.

###### Theorem 4.6

Let $`(\phi _n^t)_{n=0}`$ be the orthonormal polynomials with positive leading coefficients associated to the Schur parameters $`(a_n(t))_n`$, where $`a_n(t)=e^{it}a_n`$, $`a_n\backslash 𝕋`$, for all $`n`$. Then, the number of distinct zeros of $`\phi _n^t`$ and their multiplicities are constant for $`t[0,2\pi ]\backslash S`$, where $`S`$ is at most finite. Moreover, for $`t[0,2\pi ]\backslash S`$, the non null zeros of $`\phi _n^t`$ are simple and can be expressed as differentiable functions of $`t`$. If $`\lambda (t)`$ is one of such functions, then

$$\lambda ^{}(t)=i\lambda (t)\frac{1}{K_{n1}(\lambda (t),\overline{\lambda (t)^1})}.$$

###### Demonstration Proof

Again, $`F_n(t)=(e^{it}a_1,e^{it}a_2,\mathrm{},e^{it}a_n)`$ is not an analytic function of $`t`$ considered as a complex variable. So, following the notations of previous theorem, we consider now, for each $`w^{}`$, the infinite matrix $`𝒢(a(w),b(w),c,d)`$, where $`a_n(w)=wa_n`$, $`b_n(w)=w^1b_n`$ for all $`n`$. Since $`F_n(t)=𝒢_n(a(e^{it}),\overline{a}(e^{it}),\rho ,\widehat{\rho })`$ and $`𝒢_n(a(w),b(w),c,d)`$ is an analytic function of $`w`$ in $`^{}`$, analogously to the proof of previous theorem we conclude that the eigenvalues of $`F_n(t)`$ are constant in number and multiplicity and can be expressed as differentiable functions of the real variable $`t`$ for $`t[0,2\pi ]\backslash S`$, where $`S`$ is at most finite.

Let $`\lambda (t)`$ be one of such functions. Just applying Proposition 4.1 and using the relation between standard orthogonal L-polynomials and orthogonal polynomials, together with the fact that $`\lambda (t)`$ is a zero of $`\phi _n^t`$, we get that, if $`\lambda (t)0`$,

$$K_{n1}^t(\lambda (t),\overline{\lambda (t)^1})\lambda ^{}(t)=i\left(a_1(t)+\underset{j=1}{\overset{n1}{}}I_j(t)\right),$$

where

$$I_j(t)=\lambda (t)^j\left\{e_{j1}\rho _ja_{j+1}(t)\phi _j^t(\lambda (t))\phi _{j1}^t(\lambda (t))+e_j\rho _{j+1}\overline{a_j(t)}\phi _j^t(\lambda (t))\phi _{j+1}^t(\lambda (t))\right\}.$$

From (1.4) and (1.7) we find that

$$I_j(t)=\lambda (t)^je_j\rho _{j+1}\phi _{j+1}^t(\lambda (t))\phi _j^t(\lambda (t))\lambda (t)^{1j}e_{j1}\rho _j\phi _j^t(\lambda (t))\phi _{j1}^t(\lambda (t)),$$

which, taking again into account that $`\lambda (t)`$ is a zero of $`\phi _n^t`$, implies that

$$K_{n1}^t(\lambda (t),\overline{\lambda (t)^1})\lambda ^{}(t)=i(\rho _1\phi _1^t(\lambda (t))a_1(t))=i\lambda (t).$$

From above result we see using Remark 4.1 that, if $`\lambda (t_0)0`$ is a multiple zero, then $`\lambda (t)`$ can not be differentiable at $`t=t_0`$. Therefore, any non vanishing zero $`\lambda (t)`$ must be simple for $`t[0,2\pi ]\backslash S`$.

###### Remark Remark 4.2

Concerning theorems 4.5 and 4.6, we have to remark that, since $`F_n(t)`$ is differentiable with respect to the real variable $`t`$, its eigenvalues can be expressed as differentiable functions $`\lambda (t)`$ in any interval of $`[0,2\pi ]`$ where $`F_n(t)`$ is diagonable . Therefore, in any interval of $`[0,2\pi ]`$ where the zeros of $`\phi _n^t`$ are simple, they can be expressed as differentiable functions.

If $`r(t)=|\lambda (t)|`$ and $`\theta (t)`$ is a differentiable determination for the phase of $`\lambda (t)`$, then, for $`\lambda (t)0`$,

$$\frac{\lambda ^{}(t)}{\lambda (t)}=\frac{r^{}(t)}{r(t)}+i\theta ^{}(t).$$

Hence, Theorem 4.6 gives the following meaning for the $`n1`$-th kernel $`K_{n1}(z,y)`$ associated to a sequence of orthogonal polynomials on $`𝕋`$: if $`\lambda `$ is a non null simple zero of the $`n`$-th polynomial, the real part of $`1/K_{n1}(\lambda ,\overline{\lambda ^1)}`$ measures the speed of the rotation of $`\lambda `$ under rotation of the Schur parameters, while its imaginary part determines the rapidity in the radial approach of $`\lambda `$ to the origin.

###### Remark Example

As an example, we will show the consequences of this last result in the case of the Geronimus polynomials, defined by a constant sequence of Schur parameters $`a_n=a`$, $`0<|a|<1`$, $`n1`$. In this case, it is known that the measure of orthogonality is supported in the arc $`\mathrm{\Delta }_\alpha =\{e^{i\theta }|\alpha \theta 2\pi \alpha \}`$, $`\mathrm{cos}\alpha =12|a|^2`$, $`\alpha [0,\pi ]`$, plus a possible mass point at $`z_0=(1a)/(1\overline{a})`$ that appears iff $`\mathrm{}a>|a|^2`$ . If we write $`z_0=e^{i\psi }`$, then $`\mathrm{cos}\psi \mathrm{cos}\alpha =2(\mathrm{}a|a|^2)^2/|1a|^2`$ so, the point $`z_0`$ is always outside $`\mathrm{\Delta }_\alpha `$, except in the case $`\mathrm{}a=|a|^2`$, for which $`z_0`$ is an extremum $`z_\pm =e^{\pm i\alpha }`$ of the arc $`\mathrm{\Delta }_\alpha `$.

The orthonormal polynomials and their reversed are given by

$`\phi _n(z;a)={\displaystyle \frac{1}{\rho ^n}}(u_{n+1}(1a)u_n),`$
$`\phi _n^{}(z;a)={\displaystyle \frac{1}{\rho ^n}}(u_{n+1}(1\overline{a})zu_n),`$
where $`\rho =\sqrt{1|a|^2}`$, $`u_n=(w_1^nw_2^n)/(w_1w_2)`$ and $`w_1,w_2`$ are the solutions of the quadratic equation $`w^2(z+1)w+\rho ^2z=0`$, that is,

$$w_{1,2}=\frac{1}{2}\left\{z+1\pm \sqrt{(z+1)^24\rho ^2z}\right\}.$$

Notice that $`w_1+w_2=z+1`$, $`w_1w_2=\rho ^2z`$, $`(w_1w_2)^2=(zz_+)(zz_{})`$ and the derivatives with respect to $`z`$ are given by

$$\frac{w_i^{}}{w_i}=\frac{1}{z}\frac{w_i1}{w_iw_j},ij.$$

The zeros of $`\phi _n(z;a)`$ are the solutions of $`u_{n+1}=(1a)u_n`$, which implies

$$\frac{w_1^n}{w_2^n}=\frac{w_2(1a)}{w_1(1a)}.$$
$`4.2`$
If $`z`$ is a zero of $`\phi _n(z;a)`$, (4.1) yields

$$K_{n1}(z,\overline{z^1};a)=\frac{z^{1n}}{\rho ^{2n}}((1a)(1\overline{a})z)W(u_n,u_{n+1}).$$
$`4.8`$
being

$$W(u_n,u_{n+1})=det\left(\begin{array}{cc}u_n& u_{n+1}\\ u_n^{}& u_{n+1}^{}\end{array}\right)$$

the Wronskian determinant of $`u_n,u_{n+1}`$ considered as functions of $`z`$. From the definition of $`u_n`$ we get

$`W(u_n,u_{n+1})={\displaystyle \frac{1}{(w_1w_2)^2}}{\displaystyle \underset{i,j=1,2}{}}(1)^{i+j}W(w_i^n,w_j^{n+1})`$
$`={\displaystyle \frac{w_1^nw_2^n}{(w_1w_2)^2}}\left\{{\displaystyle \frac{w_1^n}{w_2^n}}w_1^{}+{\displaystyle \frac{w_2^n}{w_1^n}}w_2^{}n(w_1w_2)\left({\displaystyle \frac{w_1^{}}{w_1}}{\displaystyle \frac{w_2^{}}{w_2}}\right)(w_1^{}+w_2^{})\right\}.`$
Using the properties of the functions $`w_1`$, $`w_2`$, together with the equation (4.2) for the zeros, we find finally that

$$K_{n1}(z,\overline{z^1};a)=\frac{(n(z1)+z)(1\overline{a})(zz_0)+2(|a|^2\mathrm{}a)z}{(zz_+)(zz_{})}.$$

Let us consider the case $`\mathrm{}a<|a|^2`$, where the support of the measure is just the arc $`\mathrm{\Delta }_\alpha `$. Since $`z=|z|e^{i\theta }`$ is a zero of $`\phi _n(z;a)`$, it has to lie on the convex hull of the support of the measure, that is, in the subset of the open unit disk $`𝔻`$ determined by $`\mathrm{cos}\theta <\mathrm{cos}\alpha `$. Thus, $`|z1|>1\mathrm{cos}\alpha =2|a|^2`$, $`|zz_0|>\mathrm{cos}\psi \mathrm{cos}\alpha =2(|a|^2\mathrm{}a)^2/|1a|^2`$ and $`|(zz_+)(zz_{})|<2(1+\mathrm{cos}\alpha )=4\rho ^2`$. Hence,

$$|K_{n1}(z,\overline{z^1};a)|>\frac{(|a|^2\mathrm{}a)}{2\rho ^2}\left\{\frac{(2n|a|^21)(|a|^2\mathrm{}a)}{|1a|}1\right\}.$$
$`4.3`$
Above inequality implies that, for $`n`$ big enough, $`K_{n1}(z,\overline{z^1};a)`$ can not vanish when $`z`$ is a zero of $`\phi _n(z;a)`$, and, so, $`\phi _n(z;a)`$ can not have multiple zeros. More precisely, if $`\mathrm{}a<|a|^2`$, then

$$n>\frac{1}{2|a|^2}\left(\frac{|1a|}{|a|^2\mathrm{}a}+1\right)\mathrm{the}\mathrm{zeros}\mathrm{of}\phi _n(z;a)\mathrm{are}\mathrm{simple}.$$
$`4.4`$
We can apply now Theorem 4.6 to the perturbation $`a(t)=ae^{it}`$, being $`a`$ such that $`\mathrm{}a<|a|^2`$. Since $`|a|^2\mathrm{}a=|a1/2|^21/4`$, we are dealing with Schur parameters in the region of $`𝔻`$ outside the closed disk $`D_0=\{z||a1/2|1/2\}`$. Without loss of generality we can suppose $`a(0,1)`$. Given $`0<t_0<t_1<2\pi `$ such that $`a(t_0),a(t_1)𝔻\backslash 𝔻_0`$, for $`t[t_0,t_1]`$ it must be $`a(t)𝔻\backslash 𝔻_0`$ and $`c(t):=|a(t)|^2\mathrm{}a(t)c_0:=\mathrm{min}\{c(t_0),c(t_1)\}`$. Therefore, from (4.4) we find that

$$n>\frac{1}{2a^2}\left(\frac{1+a}{c_0}+1\right)\mathrm{the}\mathrm{zeros}\mathrm{of}\phi _n(z;ae^{it})\mathrm{are}\mathrm{simple}t[t_0,t_1].$$

Thus, from Remark 4.2 we see that, under above condition for $`n`$, the zeros of $`\phi _n(z;ae^{it})`$ can be expressed as differentiable functions $`z(t)`$ in the interval $`[t_0,t_1]`$. From Theorem 4.6 and inequality (4.3) we have that

$$\left|\frac{z^{}(t)}{z(t)}\right|<C_n(a,t_0,t_1):=\frac{2\rho ^2}{c_0}\frac{1+a}{(2na^21)c_0(1+a)},$$

and, thus, if $`z(t)=|z(t)|e^{i\theta (t)}`$, $`\theta (t)`$ differentiable in $`[t_0,t_1]`$, we get the bounds

$$||z(t_1)||z(t_0)||,|\theta (t_1)\theta (t_0)|<C_n(a,t_0,t_1)|t_1t_0|.$$

This means that, for $`n`$ big enough, each zero of $`\phi _n(z;ae^{it_0})`$ has a zero of $`\phi _n(z;ae^{it_1})`$ at a radial and angular distance less than $`C_n(a,t_0,t_1)|t_1t_0|`$. Notice that

$$C_n(a,t_0,t_1)=\frac{\rho ^2(1+a)}{a^2c_0^2}\frac{1}{n}+O\left(\frac{1}{n^2}\right).$$

When $`\mathrm{}a(t_0),\mathrm{}a(t_1)0`$ we can choose a coefficient $`C_n(a)`$ independent of $`t_0,t_1`$ because, then, $`c_0a^2`$ and, hence,

$$C_n(a,t_0,t_1)C_n(a):=\frac{2\rho ^2}{a^2}\frac{1+a}{2na^4(1+a+a^2)},\mathrm{for}n>\frac{1+a+a^2}{2a^4}.$$

Notice that $`C_n(a)`$ is analytic for $`a=1`$, with $`C(1)=0`$. This means that the best bounds for the location of zeros appear when $`a`$ is close to 1. On the contrary, the behavior of $`C_n(a)`$ for $`a=0`$ is singular. This suggests a more chaotic behavior for the zeros under perturbations of the Schur parameters as far as the last ones approach to the origin, and a slower and more regular variation when they are close to the unit circle.

These are just some examples of the utility of the five-diagonal matrix representation given for orthogonal polynomials on the unit circle. A similar discussion to the one given here is possible for para-orthogonal polynomials, but this together with some applications related to the orthogonality measure will be developed in a separated paper . There it will be discussed too an operator theoretic approach to the study of the orthogonality measure based on the five-diagonal matrix representation obtained for the multiplication operator.

## Acknowledgements

The work of the first and second authors was supported by Dirección General de Enseñanza Superior (DGES) of Spain under grant PB 98-1615. The work of the last author was supported by CAI, “Programa Europa de Ayudas a la Investigación”.

The authors are very grateful to Professor F. Marcellán for his remarks and useful suggestions, as well as to Professors E. K. Ifantis, C. G. Kokologiannaki and P. D. Siafarikas for fruitful discussions.

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