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Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol

Numerical Analysis 2024-12-20 v1 Numerical Analysis

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, Ej,nE_{j,n} in λj(An)=f(θj,n)+Ej,n\lambda_j(A_n)=f(\theta_{j,n})+E_{j,n}, An=Tn(f)A_n=T_n(f), ff real-valued cosine polynomial. In this paper we instead study an asymptotic expansion of the errors of the equispaced sampling grids θj,n\theta_{j,n}, compared to the exact grids ξj,n\xi_{j,n} (where λj(An)=f(ξj,n)\lambda_j(A_n)=f(\xi_{j,n})), that is, Ej,nE_{j,n} in ξj,n=θj,n+Ej,n\xi_{j,n}=\theta_{j,n}+E_{j,n}. 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}
}
R2 v1 2026-06-23T07:17:30.810Z