Localization of matrix factorizations

DOI10.1007/S10208-014-9196-XzbMATH Open1341.15012arXiv1305.1618OpenAlexW3102812969WikidataQ114228272 ScholiaQ114228272MaRDI QIDQ896551FDOQ896551

Authors: Ilya A. Krishtal, Thomas Strohmer, Tim Wertz 

Publication date: 10 December 2015

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Abstract: Matrices with off-diagonal decay appear in a variety of fields in mathematics and in numerous applications, such as signal processing, statistics, communications engineering, condensed matter physics, and quantum chemistry. Numerical algorithms dealing with such matrices often take advantage (implicitly or explicitly) of the empirical observation that this off-diagonal decay property seems to be preserved when computing various useful matrix factorizations, such as the Cholesky factorization or the QR-factorization. There is a fairly extensive theory describing when the inverse of a matrix inherits the localization properties of the original matrix. Yet, except for the special case of band matrices, surprisingly very little theory exists that would establish similar results for matrix factorizations. We will derive a comprehensive framework to rigorously answer the question when and under which conditions the matrix factors inherit the localization of the original matrix for such fundamental matrix factorizations as the LU-, QR-, Cholesky, and Polar factorization.

Full work available at URL: https://arxiv.org/abs/1305.1618

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zbMATH Keywords

matrix factorizationCholesky factorizationlocalizationBanach algebrasspectral invarianceLU factorizationpolar factorizationQR factorizationholomorphic functional calculusoff-diagonal decayinverse-closed[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Gohberg-Baskakov-Sj%EF%BF%BD%EF%BF%BDstrand+class&go=Go Gohberg-Baskakov-Sj��strand class]Hermitian positive definiteJaffard classSchur-type algebra

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57) Positive matrices and their generalizations; cones of matrices (15B48) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Algebraic systems of matrices (15A30)

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