Related papers: Inexact Shift-and-Invert Arnoldi for Toeplitz Matr…
The numerical computation of matrix functions such as $f(A)V$, where $A$ is an $n\times n$ large and sparse square matrix, $V$ is an $n \times p$ block with $p\ll n$ and $f$ is a nonlinear matrix function, arises in various applications…
We study the spectra and pseudospectra of finite and infinite tridiagonal random matrices, in the case where each of the diagonals varies over a separate compact set, say $U,V,W\subset\mathbb{C}$. Such matrices are sometimes termed…
A well known numerical task is the inversion of large symmetric tridiagonal Toeplitz matrices, i.e., matrices whose entries equal $a$ on the diagonal and $b$ on the extra diagonals ($a, b\in \mathbb R$). The inverses of such matrices are…
The problems of uniform linear array (with uniform mutual coupling) calibration and Toeplitz covariance matrix estimation are re-examined for application in the receive arrays of modern High Frequency Over-the-Horizon Radars (HF OTHR).…
A quasi-Toeplitz $M$-matrix $A$ is an infinite $M$-matrix that can be written as the sum of a semi-infinite Toeplitz matrix and a correction matrix. This paper is concerned with computing the square root of invertible quasi-Toeplitz…
When solving systems of banded Toeplitz equations or calculating their inverses, it is necessary to determine the invertibility of the matrices beforehand. In this paper, we equate the invertibility of an $n$-order banded Toeplitz matrix…
We present a sublinear time algorithm for computing a near optimal low-rank approximation to any positive semidefinite (PSD) Toeplitz matrix $T\in \mathbb{R}^{d\times d}$, given noisy access to its entries. In particular, given entrywise…
In the past decades, multigrid methods for linear systems having multilevel Toeplitz coefficient matrices with scalar entries have been largely studied. On the other hand, only few papers have investigated the case of block entries, where…
We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…
A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Toeplitz Block Toeplitz matrices using minimized matrix-vector products, with a complexity…
We consider the symmetric Toeplitz matrix completion problem, whose matrix under consideration possesses specific row and column structures. This problem, which has wide application in diverse areas, is well-known to be computationally…
A popular method for solving large sparse regular eigenvalue problem is the shift-and-invert Arnoldi method. This paper aims to use the method for large sparse singular pencils. In three recent papers, {\em Hochstenbach, Mehl, and…
The need to Fourier transform data sets with irregular sampling is shared by various domains of science. This is the case for example in astronomy or sismology. Iterative methods have been developed that allow to reach approximate…
We propose a high precision algorithm for solving the Gelfand-Levitan-Marchenko equation. The algorithm is based on the block version of the Toeplitz Inner-Bordering algorithm of Levinson's type. To approximate integrals, we use the…
The amplitude-variation-with-offset inversion techniques are formulated to estimate elastic properties by fitting modeled seismic responses to observed data. Solving inverse seismic problems requires minimizing a target objective function…
The paper establishes error orders for integral limit approximations to the traces of products of Toeplitz matrices generated by integrable real symmetric functions defined on the unit circle. These approximations and the corresponding…
Motivated by the challenge of seeking a rigorous foundation for the bulk-boundary correspondence for free fermions, we introduce an algorithm for determining exactly the spectrum and a generalized-eigenvector basis of a class of banded…
In this work we study the convergence properties of the one-level parallel Schwarz method with Robin transmission conditions applied to the one-dimensional and two-dimensional Helmholtz and Maxwell's equations. One-level methods are not…
In this paper the authors show how to use Riemann-Hilbert techniques to prove various results, some old, some new, in the theory of Toeplitz operators and orthogonal polynomials on the unit circle (OPUC's). There are four main results: the…
We present some results concerning the almost sure behaviour of the operator norm or random Toeplitz matrices, including the law of large numbers for the norm, normalized by its expectation (in the i.i.d. case). As tools we present some…