Related papers: Superfast solution of Toeplitz systems based on sy…
The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct an infinite-dimensional positive-definite Toeplitz matrix…
We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…
The inverse problem of fractional Brownian motion and other Gaussian processes with stationary increments involves inverting an infinite hermitian positively definite Toeplitz matrix (a matrix that has equal elements along its diagonals).…
In this work, we propose a novel method for quantifying distances between Toeplitz structured covariance matrices. By exploiting the spectral representation of Toeplitz matrices, the proposed distance measure is defined based on an optimal…
We introduce the smt toolbox for Matlab. It implements optimized storage and fast arithmetics for circulant and Toeplitz matrices, and is intended to be transparent to the user and easily extensible. It also provides a set of test matrices,…
We present a super-resolution method for spin systems using a flow-based generative model that is a deep generative model with reversible neural network architecture. Starting from spin configurations on a two-dimensional square lattice,…
We introduce an efficient stable algorithm for transforms associated with expansions in Hermite functions interpolated at Hermite polynomial roots. The Hermite transform matrix can be factorised into a diagonal component and an orthogonal…
The four major asymptotic level density laws of random matrix theory may all be showcased though their Jacobi parameter representation as having a bordered Toeplitz form. We compare and contrast these laws, completing and exploring their…
Solving inverse problems by dynamical variant of the BC-method is basically reduced to inverting the connecting operator $C^T$ of the dynamical system, for which the problem is stated. Realizing the method numerically, one needs to invert…
We review some history and some recent results concerning Toeplitz determinants and their applications. We discuss, in particular, the crucial role of the two-dimensional Ising model in stimulating the development of the theory of Toeplitz…
It is well known that matrices with low Hessenberg-structured displacement rank enjoy fast algorithms for certain matrix factorizations. We show how $n\times n$ principal finite sections of the Gram matrix for the orthogonal polynomial…
We provide constructive versions of Hilbert's syzygy theorem for Z and Z/nZ following Schreyer's method. Moreover, we extend these results to arbitrary coherent strict B\'ezout rings with a divisibility test for the case of finitely…
We present two fast algorithms for matrix-vector multiplication $y=Ax$, where $A$ is a Hankel matrix. The current asymptotically fastest method is based on the Fast Fourier Transform (FFT), however in multiprecision arithmetics with very…
This article is concerned with the integration of the time-dependent Ginzburg--Landau (TDGL) equations of superconductivity. Four algorithms, ranging from fully explicit to fully implicit, are presented and evaluated for stability,…
Based on Schreyer's algorithm (Schreyer, 1980, 1991; Berkesch and Schreyer, 2014), we present two refined algorithms for the computation of syzygies. The two main ideas of the first algorithm, called LiftHybrid, are the following: First, we…
Following previous works for the unit ball, we define quasi-radial pseudo-homogeneous symbols on the projective space and obtain the corresponding commutativity results for Toeplitz operators. A geometric interpretation of these symbols in…
Consider the Toeplitz matrix $T_n(f)$ generated by the symbol $f(\theta)=\hat{f}_r e^{\mathbf{i}r\theta}+\hat{f}_0+\hat{f}_{-s} e^{-\mathbf{i}s\theta}$, where $\hat{f}_r, \hat{f}_0, \hat{f}_{-s} \in \mathbb{C}$ and $0<r<n,~0<s<n$. For…
This paper deals with simultaneously fast and in-place algorithms for formulae where the result has to be linearly accumulated: some output variables are also input variables, linked by a linear dependency. Fundamental examples include the…
Focusing inversion of potential field data for the recovery of sparse subsurface structures from surface measurement data on a uniform grid is discussed. For the uniform grid the model sensitivity matrices exhibit block Toeplitz Toeplitz…
Recently, the generating function has been proposed as an alternative reduction method. This method has been tested at the one-loop level, including the tensor reduction and propagators with higher powers. In this work, we initiate the…