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This paper introduces a fully algebraic two-level additive Schwarz preconditioner for general sparse large-scale matrices. The preconditioner is analyzed for symmetric positive definite (SPD) matrices. For those matrices, the coarse space…

Numerical Analysis · Mathematics 2024-01-09 Hussam Al Daas , Pierre Jolivet , Frédéric Nataf , Pierre-Henri Tournier

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

Machine Learning · Statistics 2025-06-16 Siavash Ameli , Chris van der Heide , Liam Hodgkinson , Michael W. Mahoney

A powerful tool for analyzing and approximating the singular values and eigenvalues of structured matrices is the theory of GLT sequences. By the GLT theory one can derive a function, which describes the singular value or the eigenvalue…

Numerical Analysis · Mathematics 2022-06-28 Matthias Bolten , Sven-Erik Ekström , Isabella Furci , Stefano Serra-Capizzano

We study the spectrum of the Toeplitz matrix with a sine kernel, which corresponds to the single-particle reduced density matrix for free fermions on the one-dimensional lattice. For the spectral determinant of this matrix, a…

Mesoscale and Nanoscale Physics · Physics 2013-09-04 Dmitri A. Ivanov , Alexander G. Abanov

Let A(x) be a holomorphic family of bounded self-adjoint operators on a separable Hilbert space H and let A(x)_n be the orthogonal compressions of A(x) to the span of first n elements of an orthonormal basis of H. The problem considered…

Functional Analysis · Mathematics 2022-07-08 V. B. Kiran Kumar , M. N. N. Namboodiri , S. Serra-Capizzano

In the present study, we consider the numerical method for Toeplitz-like linear systems arising from the $d$-dimensional Riesz space fractional diffusion equations (RSFDEs). We apply the Crank-Nicolson (CN) technique to discretize the…

Numerical Analysis · Mathematics 2024-04-17 Zi-Hang She , Xue Zhang , Xian-Ming Gu , Stefano Serra-Capizzano

We study the spectra of general $N\times N$ Toeplitz matrices given by symbols in the Wiener Algebra perturbed by small complex Gaussian random matrices, in the regime $N\gg 1$. We prove an asymptotic formula for the number of eigenvalues…

Spectral Theory · Mathematics 2019-05-27 Johannes Sjoestrand , Martin Vogel

For an infinite Toeplitz matrix $T$ with nonnegative real entries we find the conditions, under which the equation $\boldsymbol{x}=T\boldsymbol{x}$, where $\boldsymbol{x}$ is an infinite vector-column, has a nontrivial bounded positive…

Probability · Mathematics 2023-06-22 Vyacheslav M. Abramov

In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…

Numerical Analysis · Mathematics 2020-05-19 Huan-Yan Jian , Ting-Zhu Huang , Xian-Ming Gu , Xi-Le Zhao , Yong-Liang Zhao

Here, we consider a more general class of matrix-sequences and we prove that they belong to the maximal $*$-algebra of generalized locally Toeplitz (GLT) matrix-sequences. Then, we identify the associated GLT symbols and GLT momentary…

Numerical Analysis · Mathematics 2024-08-09 Nikos Barakitis , Valerio Loi , Stefano Serra-Capizzano

Spectral properties of random matrices play an important role in statistics, machine learning, communications, and many other areas. Engaging results regarding the convergence of the empirical spectral distribution (ESD) and the…

Statistics Theory · Mathematics 2025-07-08 Zeyan Zhuang , Xin Zhang , Dongfang Xu , Shenghui Song

We characterize the state space of a Toeplitz-Cuntz algebra TO_n in terms of positive operator matrices $\Omega$ on Fock space which satisfy sl(\Omega) \le \Omega, where sl(\Omega) is the operator matrix obtained from \Omega by taking the…

funct-an · Mathematics 2008-02-03 Neal J. Fowler

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix…

Statistics Theory · Mathematics 2015-03-19 Han Xiao , Wei Biao Wu

We consider the topological relation behind the spectral behavior of a linear operator that arises in the stability problem of traveling waves on a large bounded domain. When the domain size tends to infinity, the absolute and asymptotic…

Dynamical Systems · Mathematics 2017-06-27 Ayuki Sekisaka

A matrix is called strictly sign-regular of order $k$ (denoted by $SSR_k$) if all its $k\times k$ minors are non-zero and have the same sign. For example, totally positive matrices, i.e., matrices with all minors positive, are $SSR_k$ for…

Dynamical Systems · Mathematics 2018-10-29 Rola Alseidi , Michael Margaliot , Jürgen Garloff

In this work the method of analyzing of the absolutely continuous spectrum for self-adjoint operators is considered. For the analysis it is used an approximation of self-adjoint operator $A$ by a sequence of operators $A_n$ with absolutely…

Spectral Theory · Mathematics 2018-03-12 Eduard Ianovich

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

We present a new superfast algorithm for solving Toeplitz systems. This algorithm is based on a relation between the solution of such problems and syzygies of polynomials or moving lines. We show an explicit connection between the…

Symbolic Computation · Computer Science 2013-01-25 Houssam Khalil , Bernard Mourrain , Michelle Schatzman

This paper is essentially devoted to the study of the minimal eigenvalue $\lambda_{N,\alpha}$ of the Toepllitz matrice $T_N(\varphi_{\alpha})$ where $\varphi_{\alpha}(e^{i \theta})=|1- e^{i \theta} |^{2\alpha} c_{1}(e^{i \theta})$ with…

Spectral Theory · Mathematics 2013-05-28 Philippe Rambour

We study the mixed Hessian of the dispersionless Toda $\tau$-function for the one-harmonic $s$-fold symmetric conformal map $f(w)=rw+aw^{1-s}$. This Hessian is the susceptibility matrix generated by the inverse conformal map. Our spectral…

Mathematical Physics · Physics 2026-04-20 Oleg Alekseev
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