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We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

For a two-parameter family of lower triangular matrices with entries involving Jacobi polynomials an explicit inverse is given, with entries involving a sum of two Jacobi polynomials. The formula simplifies in the Gegenbauer case and then…

Classical Analysis and ODEs · Mathematics 2015-03-25 Leandro Cagliero , Tom H. Koornwinder

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…

Numerical Analysis · Mathematics 2024-05-02 Sergey Medvedev , Irina Vaseva , Mikhail Fedoruk

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…

Machine Learning · Computer Science 2022-08-31 Yao Lu , Mehrtash Harandi , Richard Hartley , Razvan Pascanu

Recently, Borodin and Okounkov established a remarkable identity for Toeplitz determinants. Two other proofs of this identity were subsequently found by Basor and Widom, who also extended the formula to the block case. We here give one more…

Functional Analysis · Mathematics 2007-05-23 A. Boettcher

The paper displays calculations of linear systems as explained by Dr. Guido Sterbini. We also show a simple nonlinear calculation involving a rotation followed by an octupole kick. Some analytical calculations are compared to the Truncated…

Accelerator Physics · Physics 2020-06-18 Étienne Forest

The maximal algebras of scalar Toeplitz matrices are known to be formed by generalized circulants. The identification of algebras consisting of block Toeplitz matrices is a harder problem, that has received little attention up to now. We…

Functional Analysis · Mathematics 2019-04-04 Muhammad Ahsan Khan , Dan Timotin

In finite element calculations, the integral forms are usually evaluated using nested loops over elements, and over quadrature points. Many such forms (e.g. linear or multi-linear) can be expressed in a compact way, without the explicit…

Mathematical Software · Computer Science 2021-07-30 Robert Cimrman

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…

Numerical Analysis · Mathematics 2021-07-09 M. I. Belishev , N. A. Karazeeva

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

A novel compressed matrix format is proposed that combines an adaptive hierarchical partitioning of the matrix with low-rank approximation. One typical application is the approximation of discretized functions on rectangular domains; the…

Numerical Analysis · Mathematics 2021-11-05 Stefano Massei , Leonardo Robol , Daniel Kressner

In the literature, there exist several studies on symbol-based multigrid methods for the solution of linear systems having structured coefficient matrices. In particular, the convergence analysis for such methods has been obtained in an…

Numerical Analysis · Mathematics 2021-11-15 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

We present a general scheme for the construction of new eficient generalized Schultz iterative methods for computing the inverse matrix. These methods have the form $$ X_{k+1} = X_k(a_0^{(k)}I+a_1^{(k)}AX_k),\quad k\in\mathbb{N}, $$ where…

Numerical Analysis · Mathematics 2026-03-10 Mihailo Krstić , Marko D. Petković , Kostadin Rajković , Marko Kostadinov

We consider block-structured matrices $A_n$, where the blocks are of (block) unilevel Toeplitz type with $s\times t$ matrix-valued generating functions. Under mild assumptions on the size of the (rectangular) blocks, the asymptotic…

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

In this paper, we discuss index theory for Toeplitz operators on a discrete quarter-plane of two-variable rational matrix function symbols. By using Gohberg-Krein theory for matrix factorizations, we extend the symbols defined originally on…

K-Theory and Homology · Mathematics 2023-01-04 Shin Hayashi

Matrix valued (asymmetric) truncated Toeplitz operators are generally not complex symmetric. In this paper, we define a new conjugation with unique properties and study its relation to matrix valued asymmetric truncated Toeplitz operators.…

Functional Analysis · Mathematics 2026-03-26 Nihat Gokhan Gogus , Rewayat Khan

Fixed-point solvers are ubiquitous in nonlinear PDEs, yet their progress collapses whenever the Jacobian at the solution carries an eigenvalue arbitrarily close to one. We ask whether such stagnation can be removed without storing long…

Numerical Analysis · Mathematics 2026-01-06 Francesco Alemanno

This paper proposes a set of piecewise Toeplitz matrices as the linear mapping/sensing operator $\mathcal{A}: \mathbf{R}^{n_1 \times n_2} \rightarrow \mathbf{R}^M$ for recovering low rank matrices from few measurements. We prove that such…

Information Theory · Computer Science 2016-03-27 Kezhi Li , Cristian R. Rojas , Saikat Chatterjee , Håkan Hjalmarsson

We study the correlation functions for determinantal point processes defined by products of infinite minors of block Toeplitz matrices. The motivation for studying such processes comes from doubly periodically weighted tilings of planar…

Probability · Mathematics 2019-08-05 T. Berggren , M. Duits