On Functions of quasi Toeplitz matrices
Numerical Analysis
2021-01-25 v2
Abstract
Let be a complex valued continuous function, defined for , such that . Consider the semi-infinite Toeplitz matrix associated with the symbol such that . A quasi-Toeplitz matrix associated with the continuous symbol is a matrix of the form where , , and is called a CQT-matrix. Given a function and a CQT matrix , we provide conditions under which is well defined and is a CQT matrix. Moreover, we introduce a parametrization of CQT matrices and algorithms for the computation of . We treat the case where is assigned in terms of power series and the case where 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}
}