Decay bounds for the numerical quasiseparable preservation in matrix functions

DOI10.1016/J.LAA.2016.11.041MaRDI QIDQ730625zbMATH OpenOpenAlexFDO

Authors Stefano Massei, Leonardo Robol

Publication date 28 December 2016

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

Full work available at URL https://arxiv.org/abs/1608.01576

zbMATH Keywords

exponential decaymatrix functionsquasiseparable matricesdecay bounds\(\mathcal{H}\)-matricesoff-diagonal singular values

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Numerical quadrature and cubature formulas (65D32) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60) Schwarz-Christoffel-type mappings (30C30)

Abstract: Given matrices $A$ and $B$ such that $B=f(A)$, where $f(z)$ is a holomorphic function, we analyze the relation between the singular values of the off-diagonal submatrices of $A$ and $B$. We provide family of bounds which depend on the interplay between the spectrum of the argument $A$ and the singularities of the function. In particular, these bounds guarantee the numerical preservation of quasiseparable structures under mild hypotheses. We extend the Dunford-Cauchy integral formula to the case in which some poles are contained inside the contour of integration. We use this tool together with the technology of hierarchical matrices ($mathcalH$-matrices) for the effective computation of matrix functions with quasiseparable arguments.

Recommendations

• On functions of quasi-Toeplitz matrices
• Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
• On a new class of structured matrices
• Decay bounds for functions of Hermitian matrices with banded or Kronecker structure
• Nested product decomposition of quasiseparable matrices

Cites work

• scientific article; zbMATH DE number 5527834 (Why is no real title available?)
• scientific article; zbMATH DE number 193017 (Why is no real title available?)
• scientific article; zbMATH DE number 3556388 (Why is no real title available?)
• scientific article; zbMATH DE number 1235881 (Why is no real title available?)
• scientific article; zbMATH DE number 635657 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 3399629 (Why is no real title available?)
• A Fast Direct Solution of Poisson's Equation Using Fourier Analysis
• A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
• Computation of Faber Series With Application to Numerical Polynomial Approximation in the Complex Plane
• Data-sparse approximation to a class of operator-valued functions
• Decay bounds for functions of Hermitian matrices with banded or Kronecker structure
• Decay properties for functions of matrices over \(C^\ast\)-algebras
• Decay properties of spectral projectors with applications to electronic structure
• Functions of Matrices
• Hierarchical matrices: algorithms and analysis
• Inertia characteristics of self-adjoint matrix polynomials
• Matrix computations and semiseparable matrices. Vol. 1: Linear systems.
• Numerical Methods for Structured Markov Chains
• Numerical range and functional calculus in Hilbert space
• Numerical solution of algebraic Riccati equations.
• On Direct Methods for Solving Poisson’s Equations
• On generators of quasiseparable finite block matrices
• On the decay of the inverse of matrices that are sum of Kronecker products
• On the numerical rank of the off-diagonal blocks of Schur complements of discretized elliptic PDEs
• Parallel iterative methods for sparse linear systems
• Separable type representations of matrices and fast algorithms. Volume 1. Basics. Completion problems. Multiplication and inversion algorithms
• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
• The exponentially convergent trapezoidal rule
• H-matrix approximation for the operator exponential with applications

Cited in

(7)

• Solving rank-structured Sylvester and Lyapunov equations
• Matrix Structures and Matrix Functions
• Efficient inversion of matrix \(\varphi \)-functions of low order
• Computing the reciprocal of a \(\phi\)-function by rational approximation
• Computing performability measures in Markov chains by means of matrix functions
• Divide-and-conquer methods for functions of matrices with banded or hierarchical low-rank structure
• Hm-toolbox: MATLAB software for HODLR and HSS matrices

Describes a project that uses

Uses Software

• mftoolbox

This page was built for publication: Decay bounds for the numerical quasiseparable preservation in matrix functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q730625)