Related papers: Algorithms for square root of semi-infinite quasi-…
A defect correction formula for quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=0$ is presented. This formula, expressed by means of an invariant subspace of a suitable pencil, allows us to introduce a modification of the…
A Quasi Toeplitz (QT) matrix is a semi-infinite matrix of the kind $A=T(a)+E$ where $T(a)=(a_{j-i})_{i,j\in\mathbb Z^+}$, $E=(e_{i,j})_{i,j\in\mathbb Z^+}$ is compact and the norms $\lVert a\rVert_{\mathcal W} = \sum_{i\in\mathbb Z}|a_i|$…
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…
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…
Let $a(z)=\sum_{i\in\mathbb Z}a_iz^i$ be a complex valued continuous function, defined for $|z|=1$, such that $\sum_{i=-\infty}^{+\infty}|ia_i|<\infty$. Consider the semi-infinite Toeplitz matrix $T(a)=(t_{i,j})_{i,j\in\mathbb Z^+}$…
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…
Component-wise accurate algorithms for computing the principal square root of an M-matrix are designed in terms of triplet representations. A triplet representation of an M-matrix $A$ is the triple $(P, {\bf u},{\bf v})$, where the matrix…
We present a sublinear query algorithm for outputting a near-optimal low-rank approximation to any positive semidefinite Toeplitz matrix $T \in \mathbb{R}^{d \times d}$. In particular, for any integer rank $k \leq d$ and $\epsilon,\delta >…
We study means of geometric type of quasi-Toeplitz matrices, that are semi-infinite matrices $A=(a_{i,j})_{i,j=1,2,\ldots}$ of the form $A=T(a)+E$, where $E$ represents a compact operator, and $T(a)$ is a semi-infinite Toeplitz matrix…
Quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=X$ are encountered in the analysis of Quasi--Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution $G$. In many queueing models,…
Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…
In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part. Furthermore, these findings extend to scenarios where the…
We consider a class of linear matrix equations involving semi-infinite matrices which have a quasi-Toeplitz structure. These equations arise in different settings, mostly connected with PDEs or the study of Markov chains such as random…
This study investigates tridiagonal near-Toeplitz matrices in which the Toeplitz part is strictly diagonally dominant. The focus is on determining the exact inverse of these matrices and establishing upper bounds for the infinite norms of…
Let $A_\alpha$ be the semi-infinite tridiagonal matrix having subdiagonal and superdiagonal unit entries, $(A_\alpha)_{11}=\alpha$, where $\alpha\in\mathbb C$, and zero elsewhere. A basis $\{P_0,P_1,P_2,\ldots\}$ of the linear space…
This paper addresses the numerical solution of the matrix square root problem. Two fixed point iterations are proposed by rearranging the nonlinear matrix equation $A - X^2 = 0$ and incorporating a positive scaling parameter. The proposals…
Denote by $\mathcal{W}_1$ the set of complex valued functions of the form $a(z)=\sum_{i=-\infty}^{+\infty}a_iz^i$ which are continuous on the unit circle, and such that $\sum_{i=-\infty}^{+\infty}|ia_i|<\infty$. We call CQT matrix a…
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…
We show that a semibounded Toeplitz quadratic form is closable in the space $\ell^2({\Bbb Z}_{+})$ if and only if its matrix elemens are Fourier coefficients of an absolutely continuous measure. We also describe the domain of the…
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…