A matrix A is said to possess an UV-displacement structure if rank is small compared with the rank of A. Estimates for the rank are presented, where is the core inverse of A. The computation of the displacement is als...
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A matrix A is said to possess an UV-displacement structure if rank is small compared with the rank of A. Estimates for the rank are presented, where is the core inverse of A. The computation of the displacement is also considered.
In this paper,we study the displacement rank of the Core-EP *** Sylvester displacement and generalized displacement are *** present upper bounds for the ranks of the displacements of the Core-EP *** experiments are pr...
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In this paper,we study the displacement rank of the Core-EP *** Sylvester displacement and generalized displacement are *** present upper bounds for the ranks of the displacements of the Core-EP *** experiments are presented to demonstrate the efficiency and accuracy.
Matrices with displacement structure, such as Pick, Vandermonde, and Hankel matrices, appear in a diverse range of applications. In this paper, we use an extremal problem involving rational functions to derive explici...
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Matrices with displacement structure, such as Pick, Vandermonde, and Hankel matrices, appear in a diverse range of applications. In this paper, we use an extremal problem involving rational functions to derive explicit bounds on the singular values of such matrices. For example, we show that the kth singular value of a real n x n positive definite Hankel matrix, H n , is bounded by C rho(-k/log n)parallel to H-n parallel to(2) with explicitly given constants C > 0 and rho > 1, where parallel to H-n parallel to(2) is the spectral norm. This means that a real n x n positive definite Hankel matrix can be approximated, up to an accuracy of epsilon parallel to H-n parallel to(2) with 0 < epsilon < 1, by a rank O(log n log(1/epsilon)) matrix. Analogous results are obtained for Pick, Cauchy, real Vandermonde, Lowner, and certain Krylov matrices.
Matrices with displacement structure such as Pick, Vandermonde, and Hankel matrices appear in a diverse range of applications. In this paper, we use an extremal problem involving rational functions to derive explicit ...
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Matrices with displacement structure such as Pick, Vandermonde, and Hankel matrices appear in a diverse range of applications. In this paper, we use an extremal problem involving rational functions to derive explicit bounds on the singular values of such matrices. For example, we show that the k th singular value of a real n x n positive de finite Hankel matrix, H-n, is bounded by C rho(-k/logn) || H-n || 2 with explicitly given constants C > 0 and rho > 1, where || H-n ||2 is the spectral norm. This means that a real n x n positive de fi nite Hankel matrix can be approximated, up to an accuracy of is an element of|| H-n || 2 with 0 < is an element of < 1, by a rank O (log n log(1/is an element of)) matrix. Analogous results are obtained for Pick, Cauchy, real Vandermonde, Lowner, and certain Krylov matrices.
A direct solver is introduced for solving overdetermined linear systems involving nonuniform discrete Fourier transform matrices. Such matrices can be transformed into a Cauchy-like form that has hierarchical low rank...
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A direct solver is introduced for solving overdetermined linear systems involving nonuniform discrete Fourier transform matrices. Such matrices can be transformed into a Cauchy-like form that has hierarchical low rank structure. The rank structure of this matrix is explained, and it is shown that the ranks of the relevant submatrices grow only logarithmically with the number of columns of the matrix. A fast rank-structured hierarchical approximation method based on this analysis is developed, along with a hierarchical least-squares solver for these and related systems. This result is a direct method for inverting nonuniform discrete transforms with a complexity that is usually nearly linear with respect to the degrees of freedom in the problem. This solver is benchmarked against various iterative and direct solvers in the setting of inverting the one-dimensional type-II (or forward) transform, for a range of condition numbers and problem sizes (up to 4 \times 106 by 2 \times 106). These experiments demonstrate that this method is especially useful for large problems with multiple right-hand sides.
We introduce a new ADI-based low rank solver for AX - XB = F, where F has rapidly decaying singular values. Our approach results in both theoretical and practical gains, including (1) the derivation of new bounds on s...
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We introduce a new ADI-based low rank solver for AX - XB = F, where F has rapidly decaying singular values. Our approach results in both theoretical and practical gains, including (1) the derivation of new bounds on singular values for classes of matrices with high displacement rank, (2) a practical algorithm for solving certain Lyapunov and Sylvester matrix equations with high rank right-hand sides, and (3) a collection of low rank Poisson solvers that achieve spectral accuracy and optimal computational complexity. (C) 2018 Elsevier Inc. All rights reserved.
The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured n x n matrix it can be computed in O(n(3)) operations. An interesting problem arises if the...
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The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured n x n matrix it can be computed in O(n(3)) operations. An interesting problem arises if the input matrix is a Toeplitz matrix, for example as the result of discretizing integral equations with a time invariant kernel. In this case it is not obvious how to take advantage of the Toeplitz structure, as the exponential of a Toeplitz matrix is, in general, not a Toeplitz matrix itself. The main contribution of this work are fast algorithms for the computation of the Toeplitz matrix exponential. The algorithms have provable quadratic complexity if the spectrum is real, or sectorial, or, more generally, if the imaginary parts of the rightmost eigenvalues do not vary too much. They may be efficient even outside these spectral constraints. They are based on the scaling and squaring framework, and their analysis connects classical results from rational approximation theory to matrices of low displacement rank. As an example, the developed methods are applied to Merton's jump-diffusion model for option pricing.
In this paper, a fast O(n(2)) algorithm is presented for computing recursive triangular factorization of a Bezoutian matrix associated with quasiseparable polynomials via a displacement equation. The new algorithm app...
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ISBN:
(纸本)9783319569321;9783319569307
In this paper, a fast O(n(2)) algorithm is presented for computing recursive triangular factorization of a Bezoutian matrix associated with quasiseparable polynomials via a displacement equation. The new algorithm applies to a fairly general class of quasiseparable polynomials that includes real orthogonal, Szegd polynomials, and several other important classes of polynomials, e.g., those defined by banded tiessenberg matrices. While the algorithm can be seen as a Schur-type for the Bezoutian matrix it can also be seen as a Euclid-type for quasiseparable polynomials via factorization of a displacement equation. The process, i.e., fast Euclid-type algorithm for quasiseparable polynomials or Schur-type algorithm for Bezoutian associated with quasiseparable polynomials, is carried out with the help of a displacement equation satisfied by Bezoutian and Confederate matrices leading to O (n(2)) complexity.
In the present paper a new class of the so-called q-adic polynomial-Vandermonde-like matrices over an arbitrary non-algebraically closed field is introduced. This class generalizes both the simple and the confluent po...
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In the present paper a new class of the so-called q-adic polynomial-Vandermonde-like matrices over an arbitrary non-algebraically closed field is introduced. This class generalizes both the simple and the confluent polynomial-Vandermonde-like matrices over the complex field, and the q-adic Vandermonde and the q-adic Chebyshev-Vandermonde-like matrices studied earlier by different authors. Three kinds of displacement structures and two kinds of fast inversion formulas are obtained for this class of matrices by using displacement structure matrix method, which generalize the corresponding results of the polynomial-Vandermonde-like and the q-adic Vandermonde-like matrices. (C) 2010 Elsevier Inc. All rights reserved.
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