Estimating the norms of random circulant and Toeplitz matrices and their inverses

DOI10.1016/J.LAA.2014.06.027MaRDI QIDQ2512809zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 30 January 2015

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

Full work available at URL https://doi.org/10.1016/j.laa.2014.06.027

zbMATH Keywords

circulant matricescondition numbersinversematrix normsrandom matricesToeplitz matrices

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Conditioning of matrices (15A12) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Toeplitz, Cauchy, and related matrices (15B05) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Recommendations

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Cites work

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• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Generalized inverses of certain Toeplitz matrices
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Cited in

(18)

• Norm estimates for inverses of Toeplitz distance matrices
• \(O(n\log^ 2n)\) determinant computation of a Toeplitz matrix and fast variance estimation
• The asymptotic distribution of the condition number for random circulant matrices
• Norms of randomized circulant matrices
• Random multipliers numerically stabilize Gaussian and block Gaussian elimination: proofs and an extension to low-rank approximation
• Numerically safe Gaussian elimination with no pivoting
• Approximating inverses of Toeplitz matrices by circulant matrices
• Hierarchical probing for estimating the trace of the matrix inverse on toroidal lattices
• New studies of randomized augmentation and additive preprocessing
• Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation
• Circulant approximations of the inverses of Toeplitz matrices and related quantities with applications to stationary random processes
• Random Toeplitz matrices: The condition number under high stochastic dependence
• On the structure of the inverse to Toeplitz-block Toeplitz matrices and of the corresponding polynomial reflection coefficients
• The asymptotic trace norm of random circulants and the graph energy
• Estimating the Norms of Random Circulant and Toeplitz Matrices and Their Inverses
• Estimates of the \(p\)-norms of solutions and inverse matrices of systems of linear equations with a circulant matrix
• The smallest singular value of large random rectangular Toeplitz and circulant matrices
• Explicit inverse of symmetric, tridiagonal near Toeplitz matrices with strictly diagonally dominant Toeplitz part

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