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arXiv · 1901.06917

Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol

Sven-Erik Ekström
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Abstract

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 $\lambda_j(A_n)=f(\theta_{j,n})+E_{j,n}$, $A_n=T_n(f)$, $f$ real-valued cosine polynomial. In this paper we instead study an asymptotic expansion of the errors of the equispaced sampling grids $\theta_{j,n}$, compared to the exact grids $\xi_{j,n}$ (where $\lambda_j(A_n)=f(\xi_{j,n})$), that is, $E_{j,n}$ in $\xi_{j,n}=\theta_{j,n}+E_{j,n}$. 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.

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BibTeXRIS

Sven-Erik Ekström. 2019-01-21. Approximating the Perfect Sampling Grids for Computing the Eigenvalues of Toeplitz-like Matrices Using the Spectral Symbol. https://arxiv.org/abs/1901.06917

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