Related papers: Computing the structured pseudospectrum of a Toepl…
Semidefinite programs (SDPs) -- some of the most useful and versatile optimization problems of the last few decades -- are often pathological: the optimal values of the primal and dual problems may differ and may not be attained. Such SDPs…
In this paper, we study the problem of approximately computing the product of two real matrices. In particular, we analyze a dimensionality-reduction-based approximation algorithm due to Sarlos [1], introducing the notion of nuclear rank as…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
This paper is concerned with polynomial approximations of the spectral abscissa function (the supremum of the real parts of the eigenvalues) of a parameterized eigenvalue problem, which are closely related to polynomial chaos approximations…
By considering an empirical approximation, and a new class of operators that we will call walking operators, we construct, for any positive ND-toeplitz matrix, an infinite in all dimensions matrix, for which the inverse approximates the…
We examine the utility of the quadratic pseudospectrum in photonics and condensed matter. Specifically, the quadratic pseudospectrum represents a method for approaching systems with incompatible observables, as it both minimizes the…
The Lipschitz constant plays a crucial role in certifying the robustness of neural networks to input perturbations. Since calculating the exact Lipschitz constant is NP-hard, efforts have been made to obtain tight upper bounds on the…
This paper is concerned with the determination of a close real banded positive definite Toeplitz matrix in the Frobenius norm to a given square real banded matrix. While it is straightforward to determine the closest banded Toeplitz matrix…
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…
Meaningful comparison between sets of observations often necessitates alignment or registration between them, and the resulting optimization problems range in complexity from those admitting simple closed-form solutions to those requiring…
This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the…
The nearest circulant approximation of a real Toeplitz matrix in the Frobenius norm is derived. This matrix is symmetric. It is proven that symmetric circulant matrices are the only real circulant matrices with all real eigenvalues. The…
Under appropriate technical assumptions, the simple-loop theory allows to deduce various types of asymptotic expansions for the eigenvalues of Toeplitz matrices generated by a function $f$. Independently and under the milder hypothesis that…
We present new algorithms for the randomized construction of hierarchically semi-separable matrices, addressing several practical issues. The HSS construction algorithms use a partially matrix-free, adaptive randomized projection scheme to…
In this paper we study the eigenvalues of Hermitian Toeplitz matrices with the entries $2,-1,0,\ldots,0,-\alpha$ in the first column. Notice that the generating symbol depends on the order $n$ of the matrix. If $|\alpha|\le 1$, then the…
Differential geometric approaches to the analysis and processing of data in the form of symmetric positive definite (SPD) matrices have had notable successful applications to numerous fields including computer vision, medical imaging, and…
Given a Hilbert space operator $T$, the level sets of function $\Psi_T(z)=\|(T-z)^{-1}\|^{-1}$ determine the so-called pseudospectra of $T$. We set $\Psi_T$ to be zero on the spectrum of $T$. After giving some elementary properties of…
A semi-analytical computational algorithm to model the wavefield generated by paraxial diffraction of a class of Laguerre-Gauss beams by sharp-edge elliptic apertures is here developed. Thanks to such a powerful computational tool, some…
In this paper we first study the structure of the scalar and vector-valued nearly invariant subspaces with a finite defect. We then subsequently produce some fruitful applications of our new results. We produce a decomposition theorem for…
We study the distribution kernel of a Toeplitz operator associated with a classical pseudodifferential operator on a compact, embeddable, strictly pseudoconvex CR manifold. The main result consists of a formula for the values at the…