Spectra of Non-Self-Adjoint Almost Mathieu Matrices and the Scottish Flag Operator

Abstract

For $N\geq 3$ and a potential phase $\vartheta\in\mathbb{R}$, we study the non-self-adjoint almost Mathieu matrix obtained by multiplying the discrete Laplacian by a complex phase with angle $φ\in\mathbb{R}$, $A_N(φ,\vartheta)=e^{iφ}(S+S^{-1})/2+\operatorname{diag}(\cos(2πj/N+\vartheta))_{j\in\mathbb{Z}/N\mathbb{Z}}$, where $S e_j=e_{j+1}$ is the periodic shift on $\mathbb{C}^N$. We derive a Chambers formula and isolate the part $Q_{N,φ}$ of the characteristic polynomial that depends only on $N$ and $φ$, but not on $\vartheta$ or on a change of boundary conditions for the shift operator. We then show, for every $N$, that the zeros of $Q_{N,φ}$ lie on the two perpendicular lines $e^{iφ/2}\mathbb{R}\cup e^{i(φ/2+π/2)}\mathbb{R}$. For even $N$, the same property holds for the matrices $A_N(φ,\vartheta)$ with $\vartheta\in 2π\mathbb{Z}/N$, and we compute their limiting eigenvalue measure explicitly. For $φ\in[-π,π]$, the eigenvalue distribution approximates elliptic-integral densities with masses $1-|φ|/π$ and $|φ|/π$, and maximal radii $2|\cos(φ/2)|$ and $2|\sin(φ/2)|$, respectively. At $φ=π/2$, the central polynomial $Q_{N,φ}$ factors into positive quartic factors. This proves that the Scottish flag matrix, after Trefethen and Chapman, has its spectrum on the two diagonal lines of the saltire.