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On certain matrix algebras related to quasi-Toeplitz matrices

Numerical Analysis 2024-05-07 v1 Numerical Analysis

Abstract

Let AαA_\alpha be the semi-infinite tridiagonal matrix having subdiagonal and superdiagonal unit entries, (Aα)11=α(A_\alpha)_{11}=\alpha, where αC\alpha\in\mathbb C, and zero elsewhere. A basis {P0,P1,P2,}\{P_0,P_1,P_2,\ldots\} of the linear space Pα\mathcal P_\alpha spanned by the powers of AαA_\alpha is determined, where P0=IP_0=I, Pn=Tn+HnP_n=T_n+H_n, TnT_n is the symmetric Toeplitz matrix having ones in the nnth super- and sub-diagonal, zeros elsewhere, and HnH_n is the Hankel matrix with first row [θαn2,θαn3,,θ,α,0,][\theta\alpha^{n-2}, \theta\alpha^{n-3}, \ldots, \theta, \alpha, 0, \ldots], where θ=α21\theta=\alpha^2-1. The set Pα\mathcal P_\alpha is an algebra, and for α{1,0,1}\alpha\in\{-1,0,1\}, HnH_n has only one nonzero anti-diagonal. This fact is exploited to provide a better representation of symmetric quasi-Toeplitz matrices QTS\mathcal {QT}_S, where, instead of representing a generic matrix AQTSA\in\mathcal{QT}_S as A=T+KA=T+K, where TT is Toeplitz and KK is compact, it is represented as A=P+HA=P+H, where PPαP\in\mathcal P_\alpha and HH is compact. It is shown experimentally that the matrix arithmetic obtained this way is much more effective than that implemented in the CQT-Toolbox of Numer.~Algo. 81(2):741--769, 2019.

Keywords

Cite

@article{arxiv.2405.03483,
  title  = {On certain matrix algebras related to quasi-Toeplitz matrices},
  author = {Dario Bini and Beatrice Meini},
  journal= {arXiv preprint arXiv:2405.03483},
  year   = {2024}
}