论文标题

toeplitz瞬时符号:结构化矩阵的光谱分析中的定义,结果和局限性

Toeplitz Momentary Symbols: definition, results, and limitations in the spectral analysis of Structured Matrices

论文作者

Bolten, Matthias, Ekström, Sven-Erik, Furci, Isabella, Serra-Capizzano, Stefano

论文摘要

GLT序列的理论是一个有力的工具,用于分析和近似结构化矩阵的奇异值和特征值。通过GLT理论,可以得出一个函数,该函数描述了序列的奇异值或特征值分布,后者在精确的假设下。但是,对于所考虑序列的矩阵大小的少量值,近似值可能不如所需的那样好,因为在GLT符号的构造中,One无视小规范和低级别的扰动。另一方面,LFA可用于以类似的方式构造多项式符号以进行离散化,但存在几何信息,但保留了小规范的扰动。本文的主要重点是引入了“ Toeplitz瞬时符号”序列的概念,该序列与给定的截断toeplitz样矩阵相关。我们以与GLT理论相同的方式构建符号,但我们保留了小规范贡献的信息。较低的贡献仍然被忽略了,我们想到了为什么在某些情况下这可以忽略不计的原因,以及为什么在其他情况下它不可忽略,因为在存在高范围的情况下,相同的低级别扰动会在特征值分布中产生巨大变化。此外,与LFA符号有关的区别在于,GLT符号和Toeplitz瞬时符号更一般,并且适用于较大的矩阵。我们显示了该方法的适用性,在某些情况下,与GLT符号相比,在某些情况下会导致更高的准确性。最后,由于对于许多应用程序及其分析,通常有必要考虑非方面的toeplitz矩阵,因此我们对非方向toeplitz瞬时符号进行形式化并提供了一些有用的定义。

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 distribution of the sequence, the latter under precise assumptions. However, for small values of the matrix size of the considered sequence, the approximations may not be as good as it is desirable, since in the construction of the GLT symbol one disregards small norm and low-rank perturbations. On the other hand, LFA can be used to construct polynomial symbols in a similar manner for discretizations, where the geometric information is present, but the small norm perturbations are retained. The main focus of this paper is the introduction of the concept of sequence of "Toeplitz momentary symbols", associated with a given sequence of truncated Toeplitz-like matrices. We construct the symbol in the same way as in the GLT theory, but we keep the information of the small norm contributions. The low-rank contributions are still disregarded, and we give an idea on the reason why this is negligible in certain cases and why it is not in other cases, being aware that in presence of high nonnormality the same low-rank perturbation can produce a dramatic change in the eigenvalue distribution. Moreover, a difference with respect to the LFA symbols is that GLT symbols and Toeplitz momentary symbols are more general and are applicable to a larger class of matrices. We show the applicability of the approach which leads to higher accuracy in some cases when compared with the GLT symbol. Finally, since for many applications and their analysis it is often necessary to consider non-square Toeplitz matrices, we formalize and provide some useful definitions, applicable for non-square Toeplitz momentary symbols.

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