English

On the exponential of semi-infinite 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 function defined for z=1|z|=1, such that iZiai<\sum_{i\in\mathbb Z}|ia_i|<\infty, and let E=(ei,j)i,jZ+E=(e_{i,j})_{i,j\in\mathbb {Z}^+} be such that i,jZ+ei,j<\sum_{i,j\in\mathbb{Z}^+}|e_{i,j}|<\infty. A semi-infinite quasi-Toeplitz matrix is a matrix of the kind A=T(a)+EA=T(a)+E, where T(a)=(ti,j)i,jZ+T(a)=(t_{i,j})_{i,j\in\mathbb{Z}^+} is the semi-infinite Toeplitz matrix associated with the symbol a(z)a(z), that is, ti,j=ajit_{i,j}=a_{j-i} for i,jZ+i,j\in\mathbb Z^+. We analyze theoretical and computational properties of the exponential of AA. More specifically, it is shown that exp(A)=T(exp(a))+F\exp(A)=T(\exp(a))+F where F=(fi,j)i,jZ+F=(f_{i,j})_{i,j\in\mathbb{Z}^+} is such that i,jZ+fi,j\sum_{i,j\in\mathbb{Z}^+}|f_{i,j}| is finite, i.e., exp(A)\exp(A) is a semi-infinite quasi-Toeplitz matrix as well, and an effective algorithm for its computation is given. These results can be extended from the function exp(z)\exp(z) to any function f(z)f(z) satisfying mild conditions, and can be applied to finite quasi-Toeplitz matrices.

Keywords

Cite

@article{arxiv.1611.06380,
  title  = {On the exponential of semi-infinite quasi-Toeplitz matrices},
  author = {Dario A. Bini and Beatrice Meini},
  journal= {arXiv preprint arXiv:1611.06380},
  year   = {2021}
}