Spectral properties of flipped Toeplitz matrices and related preconditioning

被引:0
作者
M. Mazza
J. Pestana
机构
[1] Max Planck Institute for Plasma Physics,Division of Numerical Methods for Plasma Physics
[2] University of Strathclyde,Department of Mathematics and Statistics
来源
BIT Numerical Mathematics | 2019年 / 59卷
关键词
Toeplitz matrices; Spectral symbol; GLT theory; Hankel matrices; 15A18; 15B05; 65F08;
D O I
暂无
中图分类号
学科分类号
摘要
In this work, we investigate the spectra of “flipped” Toeplitz sequences, i.e., the asymptotic spectral behaviour of {YnTn(f)}n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{Y_nT_n(f)\}_n$$\end{document}, where Tn(f)∈Rn×n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_n(f)\in \mathbb {R}^{n\times n}$$\end{document} is a real Toeplitz matrix generated by a function f∈L1([-π,π])\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f\in L^1([-\pi ,\pi ])$$\end{document}, and Yn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_n$$\end{document} is the exchange matrix, with 1s on the main anti-diagonal. We show that the eigenvalues of YnTn(f)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_nT_n(f)$$\end{document} are asymptotically described by a 2×2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2\times 2$$\end{document} matrix-valued function, whose eigenvalue functions are ±|f|\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pm \, |f|$$\end{document}. It turns out that roughly half of the eigenvalues of YnTn(f)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_nT_n(f)$$\end{document} are well approximated by a uniform sampling of |f| over [-π,π]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$[-\,\pi ,\pi ]$$\end{document}, while the remaining are well approximated by a uniform sampling of -|f|\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$-\,|f|$$\end{document} over the same interval. When f vanishes only on a set of measure zero, this motivates that the spectrum is virtually half positive and half negative. Some insights on the spectral distribution of related preconditioned sequences are provided as well. Finally, a wide number of numerical results illustrate our theoretical findings.
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页码:463 / 482
页数:19
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