English

On Functions of quasi Toeplitz matrices

Numerical Analysis 2021-01-25 v2

Abstract

Let a(z)=iZaizia(z)=\sum_{i\in\mathbb Z}a_iz^i be a complex valued continuous function, defined for z=1|z|=1, such that i=+iai<\sum_{i=-\infty}^{+\infty}|ia_i|<\infty. Consider the semi-infinite Toeplitz matrix T(a)=(ti,j)i,jZ+T(a)=(t_{i,j})_{i,j\in\mathbb Z^+} associated with the symbol a(z)a(z) such that ti,j=ajit_{i,j}=a_{j-i}. A quasi-Toeplitz matrix associated with the continuous symbol a(z)a(z) is a matrix of the form A=T(a)+EA=T(a)+E where E=(ei,j)E=(e_{i,j}), i,jZ+ei,j<\sum_{i,j\in\mathbb Z^+}|e_{i,j}|<\infty, and is called a CQT-matrix. Given a function f(x)f(x) and a CQT matrix MM, we provide conditions under which f(M)f(M) is well defined and is a CQT matrix. Moreover, we introduce a parametrization of CQT matrices and algorithms for the computation of f(M)f(M). We treat the case where f(x)f(x) is assigned in terms of power series and the case where f(x)f(x) is defined in terms of a Cauchy integral. This analysis is applied also to finite matrices which can be written as the sum of a Toeplitz matrix and of a low rank correction.

Cite

@article{arxiv.1611.06406,
  title  = {On Functions of quasi Toeplitz matrices},
  author = {Dario A. Bini and Stefano Massei and Beatrice Meini},
  journal= {arXiv preprint arXiv:1611.06406},
  year   = {2021}
}
R2 v1 2026-06-22T16:58:03.570Z