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This paper studies the spectral properties of large matrices and the preconditioning of linear systems, arising from the finite difference discretization of a time-dependent space-fractional diffusion equation with a variable coefficient…

Numerical Analysis · Mathematics 2026-03-17 Muhammad Faisal Khan , Asim Ilyas , Rolf Krause , Stefano Serra-Capizzano , Cristina Tablino-Possio

For each non-negative integer $n$ let $\mathcal{A}_n$ be an $n+1$ by $n+1$ Toeplitz matrix over a finite field, $F$, and suppose for each $n$ that $\mathcal{A}_n$ is embedded in the upper left corner of $\mathcal{A}_{n+1}$. We study the…

Functional Analysis · Mathematics 2019-10-18 Geoffrey Price , Myles Wortham

It is known that the generating function $f$ of a sequence of Toeplitz matrices $\{T_n(f)\}_n$ may not describe the asymptotic distribution of the eigenvalues of $T_n(f)$ if $f$ is not real. In a recent paper, we assume as a working…

Numerical Analysis · Mathematics 2019-11-26 Sven-Erik Ekström , Paris Vassalos

The Electric Field Integral Equation (EFIE) is notorious for its ill-conditioning both in frequency and h-refinement. Several techniques exist for fixing the equation conditioning problems based on hierarchical strategies, Calderon…

Numerical Analysis · Mathematics 2020-04-28 Lyes Rahmouni , Francesco P. Andriulli

The limiting behavior of the eigenvalues of the Toeplitz matrices $T_{n}[\sigma]=(\hat{\sigma}(i-j))$, where $0\leq i,j \leq n$, as $n \to \infty$, is investigated in the case of complex valued functions $\sigma$ defined on the unit circle…

Functional Analysis · Mathematics 2018-07-05 Richard A. Libby

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…

Numerical Analysis · Mathematics 2023-05-25 Sven-Erik Ekström , David Meadon

A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The…

Numerical Analysis · Mathematics 2008-07-23 Alessandro Russo , Cristina Tablino Possio

In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…

Numerical Analysis · Mathematics 2023-07-25 Sean Hon , Jiamei Dong , Stefano Serra-Capizzano

Toeplitz matrices for the study of the fractional Laplacian on a bounded interval. In this work we get a deep link between (--$\Delta$) $\alpha$ ]0,1[ the fractional Laplacian on the interval ]0, 1[ and T N ($\Phi$ $\alpha$) the Toeplitz…

Classical Analysis and ODEs · Mathematics 2021-03-11 Philippe Rambour , Abdellatif Seghier

In this thesis we study the preconditioning of square, non-symmetric and real Toeplitz systems. We prove theoretical results, which constitute sufficient conditions for the efficiency of the proposed preconditioners and the fast convergence…

Numerical Analysis · Mathematics 2023-03-07 Grigorios Tachyridis

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…

Probability · Mathematics 2019-11-14 Anirban Basak , Elliot Paquette , Ofer Zeitouni

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

McDonald, Pestana and Wathen (SIAM J. Sci. Comput. 40(2), pp. A2012-A1033, 2018) present a method for preconditioning of time-dependent PDEs via approximation by a nearby time-periodic problem, that is, they employ circulant-related…

Numerical Analysis · Mathematics 2018-10-02 Anthony Goddard , Andrew Wathen

This paper studies two structured approximation problems: (1) Recovering a corrupted low-rank Toeplitz matrix and (2) recovering the range of a Fourier matrix from a single observation. Both problems are computationally challenging because…

Information Theory · Computer Science 2025-11-24 Albert Fannjiang , Weilin Li

Generalized Locally Toeplitz (GLT) matrix sequences arise from large linear systems that approximate Partial Differential Equations (PDEs), Fractional Differential Equations (FDEs), and Integro-Differential Equations (IDEs). GLT sequences…

Numerical Analysis · Mathematics 2024-07-25 V. B. Kiran Kumar , N. S. Sarathkumar

Tempered fractional diffusion equations are a crucial class of equations widely applied in many physical fields. In this paper, the Crank-Nicolson method and the tempered weighted and shifts Gr\"unwald formula are firstly applied to…

Numerical Analysis · Mathematics 2024-08-01 Xuan Zhang , Chaojie Wang , Haiyu Liu

The theory of generalized locally Toeplitz (GLT) sequences is a powerful apparatus for computing the asymptotic spectral distribution of matrices $A_n$ arising from numerical discretizations of differential equations. Indeed, when the mesh…

Numerical Analysis · Mathematics 2024-01-09 Giovanni Barbarino , Carlo Garoni

The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…

Numerical Analysis · Mathematics 2021-06-02 Daniel Kressner , Robert Luce

In recent years there has been a growing attention on distribution results in the sense of Weyl for the collective behavior of eigenvalues and singular values of matrix-sequences. Starting from the work of Szeg\"o regarding the case of…

Numerical Analysis · Mathematics 2025-09-25 Stefano Serra-Capizzano

The complex-shifted Laplacian systems arising in a wide range of applications. In this work, we propose an absolute-value based preconditioner for solving the complex-shifted Laplacian system. In our approach, the complex-shifted Laplacian…

Numerical Analysis · Mathematics 2024-08-02 Xuelei Lin , Congcong Li , Sean Hon