On the decay of the inverse of matrices that are sum of Kronecker products

DOI10.1016/J.LAA.2014.03.029MaRDI QIDQ2451660zbMATH OpenOpenAlexFDO

Authors C. Canuto, Valeria Simoncini, M. Verani

Publication date 4 June 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.6631

zbMATH Keywords

banded matricesexponential decayKronecker productsmatrix inversenumerical experimentsparsity pattern

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Computational methods for sparse matrices (65F50)

Abstract: Decay patterns of matrix inverses have recently attracted considerable interest, due to their relevance in numerical analysis, and in applications requiring matrix function approximations. In this paper we analyze the decay pattern of the inverse of banded matrices in the form $S=Motimes{I}_n+I_{n}otimesM$ where $M$ is tridiagonal, symmetric and positive definite, $I_n$ is the identity matrix, and $otimes$ stands for the Kronecker product. It is well known that the inverses of banded matrices exhibit an exponential decay pattern away from the main diagonal. However, the entries in $S^{-1}$ show a non-monotonic decay, which is not caught by classical bounds. By using an alternative expression for $S^{-1}$, we derive computable upper bounds that closely capture the actual behavior of its entries. We also show that similar estimates can be obtained when $M$ has a larger bandwidth, or when the sum of Kronecker products involves two different matrices. Numerical experiments illustrating the new bounds are also reported.

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Cited in

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• Block diagonal dominance of matrices revisited: bounds for the norms of inverses and eigenvalue inclusion sets
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