Computing eigenvalues of semi-infinite quasi-Toeplitz matrices

DOI10.1007/S11075-022-01381-0MaRDI QIDQ6393538arXivWikidataFDO

Authors Dario A. Bini, Bruno Iannazzo, B. Meini, Jie Meng, Leonardo Robol

Publication date 12 March 2022

Published in arXiv

Full work available at URL https://doi.org/10.1007/S11075-022-01381-0

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz, Cauchy, and related matrices (15B05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

arXiv classification

cs.NAmath.NA

Abstract: A quasi-Toeplitz (QT) matrix is a semi-infinite matrix of the form $A=T(a)+E$ where $T(a)$ is the Toeplitz matrix with entries $(T(a){)}_{i,j}=a_{j-i}$, for $a_{j-i}inmathbbC$, $i,jge1$, while $E$ is a matrix representing a compact operator in $el{l}^2$. The matrix $A$ is finitely representable if $a_k=0$ for $k<-m$ and for $k>n$, given $m,n>0$, and if $E$ has a finite number of nonzero entries. The problem of numerically computing eigenpairs of a finitely representable QT matrix is investigated, i.e., pairs $$ such that $$, with $lambdainmathbbC$, $$, $$, and $su{m}_{j=1}^{i}nfty|v_j{|}^2<infty$. It is shown that the problem is reduced to a finite nonlinear eigenvalue problem of the kind $$, where $W$ is a constant matrix and $U$ depends on $lambda$ and can be given in terms of either a Vandermonde matrix or a companion matrix. Algorithms relying on Newton's method applied to the equation $detWU(lambda)=0$ are analyzed. Numerical experiments show the effectiveness of this approach. The algorithms have been included in the CQT-Toolbox [Numer. Algorithms 81 (2019), no. 2, 741--769].

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