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Fast Toeplitz eigenvalue computations, joining interpolation-extrapolation matrix-less algorithms and simple-loop theory: The preconditioned setting
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DOI：10.1016/j.amc.2023.128483.png)
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摘要
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Under appropriate technical assumptions, the simple-loop theory allows to derive various types of asymptotic expansions for the eigenvalues of Toeplitz matrices T-n (f) generated by a function f. Unfortunately, such a theory is not available in the preconditioning setting, that is for matrices of the formT(n)(-1)(g)T-n(l) with g,l real-valued, g nonnnegative and not identically zero almost everywhere. Independently and under the milder hypothesis that f = l/g is even and monotonic over [0, pi], matrix-less algorithms have been developed for the fast eigenvalue computation of large preconditioned matrices of the type above, within a linear complexity in the matrix order: behind the high efficiency of such algorithms there are the expansions as in the case g = 1, combined with the extrapolation idea, and hence we conjecture that the simple-loop theory has to be extended in such a new setting, as the numerics strongly suggest. Here we focus our attention on a change of variable, followed by the asymptotic expansion of the new variable, and we consider new matrix-less algorithms ad hoc for the current case. Numerical experiments show a much higher accuracy till machine precision and the same linear computational cost, when compared with the matrix-less procedures already proposed in the literature.
Keyword:
Toeplitz matrix
Spectra
Preconditioned matrix
Asymptotic expansion
Numerical algorithm
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
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