相关论文: Generalized Reflection Coefficients in Toeplitz-Bl…
"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random…
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…
Starting from the spectral analysis of g-circulant matrices, we consider a new multigrid method for circulant and Toeplitz matrices with given generating function. We assume that the size n of the coefficient matrix is divisible by g \geq 2…
This paper addresses second-order stochastic optimization for estimating the minimizer of a convex function written as an expectation. A direct recursive estimation technique for the inverse Hessian matrix using a Robbins-Monro procedure is…
In 1989 we proposed to employ Vandermonde and Hankel multipliers to transform into each other the matrix structures of Toeplitz, Hankel, Vandermonde and Cauchy types as a means of extending any successful algorithm for the inversion of…
Many standard conversion matrices between coefficients in classical orthogonal polynomial expansions can be decomposed using diagonally-scaled Hadamard products involving Toeplitz and Hankel matrices. This allows us to derive…
We propose a hyperpower iteration for numerical computation of the outer generalized inverse of a matrix which achieves the 18th order of convergence by using only seven matrix multiplication per iteration loop. This is the record high…
Matrices with the structures of Toeplitz, Hankel, Vandermonde and Cauchy types are omnipresent in modern computation. The four classes have distinct features, but in 1990 we showed that Vandermonde and Hankel multipliers transform all these…
This paper introduces a factorization for the inverse of discrete Fourier integral operators that can be applied in quasi-linear time. The factorization starts by approximating the operator with the butterfly factorization. Next, a…
In this paper we derive new uniform convergence estimates for the V-cycle MGM applied to symmetric positive definite Toeplitz block tridiagonal matrices, by also discussing few connections with previous results. More concretely, the…
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…
Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…
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…
The Johnson-Lindenstrauss lemma is one of the corner stone results in dimensionality reduction. It says that given $N$, for any set of $N$ vectors $X \subset \mathbb{R}^n$, there exists a mapping $f : X \to \mathbb{R}^m$ such that $f(X)$…
When only few data samples are accessible, utilizing structural prior knowledge is essential for estimating covariance matrices and their inverses. One prominent example is knowing the covariance matrix to be Toeplitz structured, which…
A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matrix estimation to the problem of mean estimation in an…
This note demonstrates that we can stably recover all symmetric Toeplitz matrices $\pmb{X}_0\in\mathbb{R}^{n\times n}$ of rank at most $r$ from a number of rank-one subgaussian measurements on the order of $r\log^{2} n$ with an…
Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of…
Bernstein polynomials, long a staple of approximation theory and computational geometry, have also increasingly become of interest in finite element methods. Many fundamental problems in interpolation and approximation give rise to…
We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of…