Abstract:
Let a(z)=∑i∈Zaizi be a complex-valued function, defined for |z|=1, such that ∑+∞i=−∞|iai|<∞. Consider the semi-infinite Toeplitz matrix T(a)=(ti,j)i,j∈Z+ associated with the symbol a(z) such that ti,j=aj−i. A quasi-Toeplitz matrix associated with the symbol a(z) is a matrix of the form A=T(a)+E where E=(ei,j), ∑i,j∈Z+|ei,j|<∞, and is called a QT-matrix. Given a function f(x) and a QT-matrix M, we provide conditions under which f(M) is well defined and is a QT-matrix. Moreover, we introduce a parametrization of QT-matrices and algorithms for the computation of f(M). We treat the case where f(x) is given in terms of power series and the case where f(x) is defined in terms of a Cauchy integral. This analysis is also applied to finite matrices which can be written as the sum of a Toeplitz matrix and a low rank correction.
Bibliography: 27 titles.
This work was carried out with the support of the Gruppo Nazionale per il Calcolo Scientifico, Instituto Nazionale di Alta Matematica “Francesco Severi”.
J. Meng, “Theoretical and computational properties of semi-infinite quasi-Toeplitz M-matrices”, Linear Algebra and its Applications, 653 (2022), 66–85
Ya. Fu, X. Jiang, Zh. Jiang, S. Jhang, “Fast algorithms for finding the solution of CUPL-Toeplitz linear system from Markov chain”, Appl. Math. Comput., 396 (2021), 125859
D. A. Bini, B. Iannazzo, J. Meng, “Algorithms for approximating means of semi-infinite quasi-Toeplitz matrices”, Geometric Science of Information (Gsi 2021), Lecture Notes in Computer Science, 12829, eds. F. Nielsen, F. Barbaresco, Springer, 2021, 405–414
Kim H.-M., Meng J., “Structured Perturbation Analysis For An Infinite Size Quasi-Toeplitz Matrix Equation With Applications”, Bit, 61:3 (2021), 859–879
L. Robol, “Rational krylov and adi iteration for infinite size quasi-toeplitz matrix equations”, Linear Alg. Appl., 604 (2020), 210–235
D. A. Bini, S. Massei, B. Meini, L. Robol, “A computational framework for two-dimensional random walks with restarts”, SIAM J. Sci. Comput., 42:4 (2020), A2108–A2133
D. A. Bini, B. Meini, “On the exponential of semi-infinite quasi-toeplitz matrices”, Numer. Math., 141:2 (2019), 319–351
D. A. Bini, S. Massei, L. Robol, “Quasi-toeplitz matrix arithmetic: a MATLAB toolbox”, Numer. Algorithms, 81:2 (2019), 741–769
S. Belhaj, F. Hcini, Yu. Zhang, “A fast method for solving a block tridiagonal quasi-toeplitz linear system”, Port Math., 76:3-4 (2019), 287–299
D. A. Bini, S. Massei, B. Meini, “Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes”, Math. Comp., 87:314 (2018), 2811–2830