Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol
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arXiv
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| Format: | Preprint |
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2019
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| author | Ekström, Sven-Erik |
| author_facet | Ekström, Sven-Erik |
| contents | In a series of papers the author and others have studied an asymptotic expansion of the errors of the eigenvalue approximation, using the spectral symbol, in connection with Toeplitz (and Toeplitz-like) matrices, that is, $E_{j,n}$ in $λ_j(A_n)=f(θ_{j,n})+E_{j,n}$, $A_n=T_n(f)$, $f$ real-valued cosine polynomial. In this paper we instead study an asymptotic expansion of the errors of the equispaced sampling grids $θ_{j,n}$, compared to the exact grids $ξ_{j,n}$ (where $λ_j(A_n)=f(ξ_{j,n})$), that is, $E_{j,n}$ in $ξ_{j,n}=θ_{j,n}+E_{j,n}$. We present an algorithm to approximate the expansion. Finally we show numerically that this type of expansion works for various kind of Toeplitz-like matrices (Toeplitz, preconditioned Toeplitz, low-rank corrections of them). We critically discuss several specific examples and we demonstrate the superior numerical behavior of the present approach with respect to the previous ones. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_1901_06917 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol Ekström, Sven-Erik Numerical Analysis In a series of papers the author and others have studied an asymptotic expansion of the errors of the eigenvalue approximation, using the spectral symbol, in connection with Toeplitz (and Toeplitz-like) matrices, that is, $E_{j,n}$ in $λ_j(A_n)=f(θ_{j,n})+E_{j,n}$, $A_n=T_n(f)$, $f$ real-valued cosine polynomial. In this paper we instead study an asymptotic expansion of the errors of the equispaced sampling grids $θ_{j,n}$, compared to the exact grids $ξ_{j,n}$ (where $λ_j(A_n)=f(ξ_{j,n})$), that is, $E_{j,n}$ in $ξ_{j,n}=θ_{j,n}+E_{j,n}$. We present an algorithm to approximate the expansion. Finally we show numerically that this type of expansion works for various kind of Toeplitz-like matrices (Toeplitz, preconditioned Toeplitz, low-rank corrections of them). We critically discuss several specific examples and we demonstrate the superior numerical behavior of the present approach with respect to the previous ones. |
| title | Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/1901.06917 |