Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations
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Publication:2197206
DOI10.1016/J.LAA.2020.06.013zbMATH Open1451.65052arXiv1907.02753OpenAlexW3036796937MaRDI QIDQ2197206FDOQ2197206
Authors: Leonardo Robol 
Publication date: 28 August 2020
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Abstract: We consider a class of linear matrix equations involving semi-infinite matrices which have a quasi-Toeplitz structure. These equations arise in different settings, mostly connected with PDEs or the study of Markov chains such as random walks on bidimensional lattices. We present the theory justifying the existence in an appropriate Banach algebra which is computationally treatable, and we propose several methods for their solutions. We show how to adapt the ADI iteration to this particular infinite dimensional setting, and how to construct rational Krylov methods. Convergence theory is discussed, and numerical experiments validate the proposed approaches.
Full work available at URL: https://arxiv.org/abs/1907.02753
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Toeplitz, Cauchy, and related matrices (15B05) Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)
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Cited In (5)
- Theoretical and computational properties of semi-infinite quasi-Toeplitz \(M\)-matrices
- Geometric means of quasi-Toeplitz matrices
- A computational framework for two-dimensional random walks with restarts
- Structured perturbation analysis for an infinite size quasi-Toeplitz matrix equation with applications
- Computing eigenvalues of semi-infinite quasi-Toeplitz matrices
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