Condition numbers of large Toeplitz-like matrices
For an invertible operator \(A\) in \(\ell_2\) the number \(\kappa(A)=\|A\|\|A^{-1}\|\) is referred to as the (spectral) condition number of \(A\). NEWLINENEWLINENEWLINELet \(T_n(a)\) be the \(n\times n \) Toeplitz matrix generated by a rational function \(a\) without poles on the unit circle. The authors study the behavior of the condition numbers NEWLINE\[NEWLINE\kappa(T_n(a)+ F_n)NEWLINE\]NEWLINE as \(n\to\infty\) for some class of perturbations \(F_n\). Namely, \(F_n\) may, in particular, include \(n\times n\) truncations of rational Hankel matrices or, for example, the cases of constant blocks of finite dimensions in the upper left and lower right corners and zeroes elsewhere. The authors take \(F_n\) in the form \(P_nKP_n + W_nLW_n\), where \(P_n\) is the projector in \(\ell_2\) onto the first \(n\) coordinates and \(W_n\) is the operator NEWLINE\[NEWLINEW_n : (x_0,x_1,x_2, \dots) \mapsto (x_{n-1}, \dots , x_1, x_0, 0,0, \dots)NEWLINE\]NEWLINE and \(K\) and \(L\) belong to the class of matrices \(K\) satisfying the condition that there exists a \(\sigma\in(0,1)=\sigma_K\) such that NEWLINE\[NEWLINE|K_{jk}|\leq C_K \sigma^{j+k} \quad \text{for all} \quad j,k\geq 0.NEWLINE\]NEWLINE NEWLINENEWLINENEWLINELet \(T_n(\widetilde a)\) be the transpose of \(T_n(a)\) and \(M=\max(\|T(a)+K\|,\|T(\widetilde a)+L\|)\). Under the assumption that the value of \(M^{(-1)}=\max(\|(T(a)+K)^{-1}\|,\|(T(\widetilde a)+L)^{-1}\|)\) is finite, the authors prove a theorem for the operator \(A_n=P_nKP_n + W_nLW_n\) stating that always NEWLINE\[NEWLINE|\kappa(A_n)-MM^{(-1)}|= O\left(\frac{\log n}{n}\right)NEWLINE\]NEWLINE but in general, there exist a \(\gamma>0\) such that NEWLINE\[NEWLINE|\kappa(A_n)-MM^{(-1)}|= O\left(e^{-\gamma \sqrt n}\right)NEWLINE\]NEWLINE except for some exceptional cases. A comprehensive historical background enlightening the problem is also given.NEWLINENEWLINEFor the entire collection see [Zbl 0972.00034].
- On the condition numbers of large semi-definite Toeplitz matrices
- scientific article; zbMATH DE number 1493053
- Toeplitz condition numbers as an \(H^{\infty }\) interpolation problem
- scientific article; zbMATH DE number 1388279
- Asymptotic behavior of the condition number of two-level Toeplitz matrix sequences
- Toeplitz condition numbers as an \(H^{\infty }\) interpolation problem
- On the condition numbers of large semi-definite Toeplitz matrices
- On the approximation numbers of large Toeplitz matrices
- Asymptotic behavior of the condition number of two-level Toeplitz matrix sequences
- Condition numbers of matrices with given spectrum
- On certain (block) Toeplitz matrices related to radial functions
- The ratio between the Toeplitz and the unstructured condition number
- The part of my path I walked together with Sergei Grudsky
- Structured condition numbers of large Toeplitz matrices are rarely better than usual condition numbers
- scientific article; zbMATH DE number 3946967 (Why is no real title available?)
- On the rate of growth of condition numbers for convolution matrices
- How Bad Can Positive Definite Toeplitz Matrices Be?
- The estimate for the condition numbers of a symmetry tridiagonal Toeplitz matrix
- scientific article; zbMATH DE number 1388279 (Why is no real title available?)
- Lower estimates on the condition number of a Toeplitz sinc matrix and related questions
- Random Toeplitz matrices: The condition number under high stochastic dependence
- Condition numbers of large matrices, and analytic capacities
- On the condition number of a Kreiss matrix
- Functions of banded Hermitian block Toeplitz matrices in signal processing
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