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We introduce a Toeplitz-based framework for data-driven spectral estimation of linear evolution operators in dynamical systems. Focusing on transfer and Koopman operators from equilibrium trajectories without access to the underlying…

Dynamical Systems · Mathematics 2026-02-11 Vladimir R. Kostic , Karim Lounici , Massimiliano Pontil

In this work, we propose a novel method for quantifying distances between Toeplitz structured covariance matrices. By exploiting the spectral representation of Toeplitz matrices, the proposed distance measure is defined based on an optimal…

Signal Processing · Electrical Eng. & Systems 2019-05-31 Filip Elvander , Andreas Jakobsson , Johan Karlsson

Asymptotically, we analytically derive the form of eigenvectors for two Fisher-Hartwig symbols besides those which were previously investigated in a $2016$ work due to Movassagh and Kadanoff, in which the authors characterized the…

Mathematical Physics · Physics 2024-08-08 Pete Rigas

We study how to estimate a nearly low-rank Toeplitz covariance matrix $T$ from compressed measurements. Recent work of Qiao and Pal addresses this problem by combining sparse rulers (sparse linear arrays) with frequency finding (sparse…

Data Structures and Algorithms · Computer Science 2019-11-20 Hannah Lawrence , Jerry Li , Cameron Musco , Christopher Musco

This paper studies matrix-valued truncated Toeplitz operators, which are a vectorial generalisation of truncated Toeplitz operators. It is demonstrated that, although there exist matrix-valued truncated Toeplitz operators without a matrix…

Functional Analysis · Mathematics 2022-01-26 Ryan O'Loughlin

Problems occurring in physically important non-trivial examples of loop calculations are discussed. A procedure of deriving expansions of two-loop self-energy diagrams with different masses is constructed. The cases of small and large…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. I. Davydychev

Many real-world problems rely on finding eigenvalues and eigenvectors of a matrix. The power iteration algorithm is a simple method for determining the largest eigenvalue and associated eigenvector of a general matrix. This algorithm relies…

Numerical Analysis · Mathematics 2021-09-23 Congzhou M Sha , Nikolay V Dokholyan

This work provides two results obtained as a consequence of an inversion formula for Toeplitz matrices with real symbol. First we obtain an asymptotic expression for the minimal eigenvalues of a Toeplitz matrix with a symbolwhich is…

Functional Analysis · Mathematics 2017-09-21 Philippe Rambour

We define a new notion of entropy for operators on Fock spaces and positive definite multi-Toeplitz kernels on free semigroups. This is studied in connection with factorization theorems for (multi-Toeplitz, multi-analytic, etc.) operators…

Functional Analysis · Mathematics 2007-05-23 Gelu Popescu

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).…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Yuri Abramovich , Tanit Pongsiri

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…

Numerical Analysis · Mathematics 2022-08-17 D. A. Bini , B. Iannazzo , B. Meini , J. Meng , L. Robol

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 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…

Numerical Analysis · Mathematics 2023-04-04 Hongjia Chen , Hyun-MIn Kim , Jie Meng

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-12-17 Hesam T. Dashti , Alireza F. Siahpirani , Liya Wang , Mary Kloc , Amir H. Assadi

An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This…

Numerical Analysis · Mathematics 2023-12-13 V. G. Kurbatov , I. V. Kurbatova

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

Fast approximations to matrix multiplication have the potential to dramatically reduce the cost of neural network inference. Recent work on approximate matrix multiplication proposed to replace costly multiplications with table-lookups by…

Machine Learning · Computer Science 2022-07-14 Calvin McCarter , Nicholas Dronen

We leverage the connections between nonexpansive maps, monotone Lipschitz operators, and proximal mappings to obtain near-optimal (i.e., optimal up to poly-log factors in terms of iteration complexity) and parameter-free methods for solving…

Optimization and Control · Mathematics 2020-04-14 Jelena Diakonikolas

We consider the task of approximating a matrix function $f(A)$, where $A$ is a matrix in which only a relatively small number of (not necessarily consecutive) sub- and superdiagonals contain nonzero entries. Approximating $f$ by a…

Numerical Analysis · Mathematics 2025-12-09 Majed Hamadi , Nezam Mahdavi-Amiri , Marcel Schweitzer

The computation of the structured pseudospectral abscissa and radius (with respect to the Frobenius norm) of a Toeplitz matrix is discussed and two algorithms based on a low rank property to construct extremal perturbations are presented.…

Numerical Analysis · Mathematics 2022-12-22 Paolo Buttà , Nicola Guglielmi , Silvia Noschese