Decay bounds for the numerical quasiseparable preservation in matrix functions

DOI10.1016/J.LAA.2016.11.041zbMATH Open1352.15011arXiv1608.01576OpenAlexW2491913380MaRDI QIDQ730625FDOQ730625

Authors: Stefano Massei, Leonardo Robol 

Publication date: 28 December 2016

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

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.

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

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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)

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Cited In (7)

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

Uses Software

• mftoolbox

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