Maximum of the resolvent over matrices with given spectrum

DOI10.1016/J.JFA.2016.07.005zbMATH Open1353.65037arXiv1501.07007OpenAlexW2267995372MaRDI QIDQ340993FDOQ340993

Oleg Szehr, Rachid Zarouf

Publication date: 15 November 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: In numerical analysis it is often necessary to estimate the condition number $CN(T)=||T|{|}_{}cdot||T^{-1}|{|}_{}$ and the norm of the resolvent $||(zeta-T{)}^{-1}|{|}_{}$ of a given $nimesn$ matrix $T$. We derive new spectral estimates for these quantities and compute explicit matrices that achieve our bounds. We recover the well-known fact that the supremum of $CN(T)$ over all matrices with $||T|{|}_{}leq1$ and minimal absolute eigenvalue $r=mi{n}_{i=1,\mathrm{...},n}|lambd{a}_i|>0$ is the Kronecker bound $frac1r^n$. This result is subsequently generalized by computing the corresponding supremum of $||(zeta-T{)}^{-1}|{|}_{}$ for any $|zeta|leq1$. We find that the supremum is attained by a triangular Toeplitz matrix. This provides a simple class of structured matrices on which condition numbers and resolvent norm bounds can be studied numerically. The occuring Toeplitz matrices are so-called model matrices, i.e. matrix representations of the compressed backward shift operator on the Hardy space $H_2$ to a finite-dimensional invariant subspace.

Full work available at URL: https://arxiv.org/abs/1501.07007

zbMATH Keywords

Toeplitz matrixcondition numberresolventspectral estimatesBlaschke productminimal absolute eigenvaluemodel matrixresolvent norm bounds

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Toeplitz, Cauchy, and related matrices (15B05)

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Cited In (8)

• \(H^\infty\) interpolation constrained by Beurling-Sobolev norms
• Sharp estimate on the resolvent of a finite-dimensional contraction
• On approximation of ultraspherical polynomials in the oscillatory region
• \(l_p\)-norms of Fourier coefficients of powers of a Blaschke factor
• On the condition number of a Kreiss matrix
• \(H^{\infty}\) interpolation and embedding theorems for rational functions
• Infinite-dimensional features of matrices and pseudospectra
• Condition numbers of matrices with given spectrum

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