Algorithms for square root of semi-infinite quasi-Toeplitz $M$-matrices
Abstract
A quasi-Toeplitz -matrix is an infinite -matrix that can be written as the sum of a semi-infinite Toeplitz matrix and a correction matrix. This paper is concerned with computing the square root of invertible quasi-Toeplitz -matrices which preserves the quasi-Toeplitz structure. We show that the Toeplitz part of the square root can be easily computed through evaluation/interpolation at the roots of unity. This advantage allows to propose algorithms solely for the computation of correction part, whence we propose a fixed-point iteration and a structure-preserving doubling algorithm. Additionally, we show that the correction part can be approximated by solving a nonlinear matrix equation with coefficients of finite size followed by extending the solution to infinity. Numerical experiments showing the efficiency of the proposed algorithms are performed.
Cite
@article{arxiv.2303.15019,
title = {Algorithms for square root of semi-infinite quasi-Toeplitz $M$-matrices},
author = {Hongjia Chen and Hyun-MIn Kim and Jie Meng},
journal= {arXiv preprint arXiv:2303.15019},
year = {2023}
}