Related papers: Fast computation of the matrix exponential for a T…
We provide in this work an algorithm for approximating a very broad class of symmetric Toeplitz matrices to machine precision in $\mathcal{O}(n \log n)$ time with applications to fitting time series models. In particular, for a symmetric…
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
This paper considers the computation of the matrix exponential $\mathrm{e}^A$ with numerical quadrature. Although several quadrature-based algorithms have been proposed, they focus on (near) Hermitian matrices. In order to deal with…
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…
An efficient algorithm for computing eigenvectors of a matrix of integers by exact computation is proposed. The components of calculated eigenvectors are expressed as polynomials in the eigenvalue to which the eigenvector is associated, as…
New algorithms are presented for computing annihilating polynomials of Toeplitz, Hankel, and more generally Toeplitz+ Hankel-like matrices over a field. Our approach follows works on Coppersmith's block Wiedemann method with structured…
A matrix algorithm is said to be superfast (that is, runs at sublinear cost) if it involves much fewer scalars and flops than the input matrix has entries. Such algorithms have been extensively studied and widely applied in modern…
We consider the computation of the matrix logarithm by using numerical quadrature. The efficiency of numerical quadrature depends on the integrand and the choice of quadrature formula. The Gauss--Legendre quadrature has been conventionally…
In this work we generalize to few fractional differential operators the method used to reverse differential operators $\frac{d^{2n}}{dx^{2n}}$ by inverting a Toeplitz matrix. The interest of this work is to show that the method provides by…
We give an algorithm to compute $N$ steps of a convolution quadrature approximation to a continuous temporal convolution using only $O(N \log N)$ multiplications and $O(\log N)$ active memory. The method does not require evaluations of the…
We study a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criteria for a…
Developments of nonlocal operators for modeling processes that traditionally have been described by local differential operators have been increasingly active during the last few years. One example is peridynamics for brittle materials and…
Let $a(z)=\sum_{i\in\mathbb Z}a_iz^i$ be a complex valued function defined for $|z|=1$, such that $\sum_{i\in\mathbb Z}|ia_i|<\infty$, and let $E=(e_{i,j})_{i,j\in\mathbb {Z}^+}$ be such that $\sum_{i,j\in\mathbb{Z}^+}|e_{i,j}|<\infty$. A…
The matrix exponential restricted to skew-symmetric matrices has numerous applications, notably in view of its interpretation as the Lie group exponential and Riemannian exponential for the special orthogonal group. We characterize the…
We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the…
We discuss a generalization of the Cohn-Umans method, a potent technique developed for studying the bilinear complexity of matrix multiplication by embedding matrices into an appropriate group algebra. We investigate how the Cohn-Umans…
Matrix multiplication (hereafter we use the acronym MM) is among the most fundamental operations of modern computations. The efficiency of its performance depends on various factors, in particular vectorization, data movement and arithmetic…
The objective of this work is to present a novel approach for the solution of Pentadiagonal Toeplitz systems of equations that is both faster and more effective than existing classical direct methods. The distinctive structure of…
We propose a simple technique that, if combined with algorithms for computing functions of triangular matrices, can make them more efficient. Basically, such a technique consists in a specific scaling similarity transformation that reduces…
A quasi-Toeplitz (QT) matrix is a semi-infinite matrix of the form $A=T(a)+E$ where $T(a)$ is the Toeplitz matrix with entries $(T(a))_{i,j}=a_{j-i}$, for $a_{j-i}\in\mathbb C$, $i,j\ge 1$, while $E$ is a matrix representing a compact…