On functions of quasi-Toeplitz matrices

Matrix exponential and similar functions of matrices (15A16) Toeplitz, Cauchy, and related matrices (15B05) Functional calculus for linear operators (47A60) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Numerical computation of matrix exponential and similar matrix functions (65F60)

Abstract: Let

a (z) = s u m_{i i n m a t h b b Z} a_{i} z^{i}

be a complex valued continuous function, defined for

| z | = 1

, such that

s u m_{i = - i n f t y}^{+ i n f t y} | i a_{i} | < i n f t y

. Consider the semi-infinite Toeplitz matrix

T (a) = (t_{i, j})_{i, j i n m a t h b b Z^{+}}

associated with the symbol

a (z)

such that

t_{i, j} = a_{j - i}

. A quasi-Toeplitz matrix associated with the continuous symbol

a (z)

is a matrix of the form

A = T (a) + E

where

E = (e_{i, j})

,

s u m_{i, j i n m a t h b b Z^{+}} | e_{i, j} | < i n f t y

, and is called a CQT-matrix. Given a function

f (x)

and a CQT matrix

M

, we provide conditions under which

f (M)

is well defined and is a CQT matrix. Moreover, we introduce a parametrization of CQT matrices and algorithms for the computation of

f (M)

. We treat the case where

f (x)

is assigned in terms of power series and the case where

f (x)

is defined in terms of a Cauchy integral. This analysis is applied also to finite matrices which can be written as the sum of a Toeplitz matrix and of a low rank correction.

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