Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol
Abstract
In a series of papers the author and others have studied an asymptotic expansion of the errors of the eigenvalue approximation, using the spectral symbol, in connection with Toeplitz (and Toeplitz-like) matrices, that is, in , , real-valued cosine polynomial. In this paper we instead study an asymptotic expansion of the errors of the equispaced sampling grids , compared to the exact grids (where ), that is, in . We present an algorithm to approximate the expansion. Finally we show numerically that this type of expansion works for various kind of Toeplitz-like matrices (Toeplitz, preconditioned Toeplitz, low-rank corrections of them). We critically discuss several specific examples and we demonstrate the superior numerical behavior of the present approach with respect to the previous ones.
Keywords
Cite
@article{arxiv.1901.06917,
title = {Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol},
author = {Sven-Erik Ekström},
journal= {arXiv preprint arXiv:1901.06917},
year = {2024}
}