Circulant decomposition of a matrix and the eigenvalues of Toeplitz type matrices

DOI10.1016/J.AMC.2023.128473MaRDI QIDQ6131571zbMATH OpenFDO

Authors M. Hariprasad, Murugesan Venkatapathi

Publication date 18 April 2024

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.14805

zbMATH Keywords

sparse approximationfast Fourier transformsimilarity transformationpreconditionersperiodic entries

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08) Toeplitz, Cauchy, and related matrices (15B05) Linear transformations, semilinear transformations (15A04)

Abstract: We begin by showing that any $nimesn$ matrix can be decomposed into a sum of $n$ circulant matrices with periodic relaxations on the unit circle. This decomposition is orthogonal with respect to a Frobenius inner product, allowing recursive iterations for these circulant components. It is also shown that the dominance of a few circulant components in the matrix allows sparse similarity transformations using Fast-Fourier-transform (FFT) operations. This enables the evaluation of all eigenvalues of dense Toeplitz, block-Toeplitz, and other periodic or quasi-periodic matrices, to a reasonable approximation in $mathcalO(n^2)$ arithmetic operations. The utility of the approximate similarity transformation in preconditioning linear solvers is also demonstrated.

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