arXiv subjects

S. M. Grudsky

Publications and source records attributed to S. M. Grudsky.

6 recordsLinked to original sources

arXiv2026

Eigenvalues of one family of tridiagonal skew-self-adjoint Toeplitz matrices with complex perturbations on the corner

In this paper, we study the eigenvalues of the matrices $T_n(a)+γE_{n,1,1}$ where $T_n(a)$ is the Toeplitz matrix with generating symbol $a(t)=t-t^{-1}$, $E_{n,1,1}$ is the $n\times n$ matrix whose upper left component is $1$ and the other components are zero, and $γ$ is a fixed complex number such that $0<|γ|<1$. As $n\to\infty$, the eigenvalues of these matrices are asymptotically distributed as the function $2 i \sin(x)$, $x\in[0,2π]$. Our main result is an asymptotic formula for every eigenvalue with a residue of the order $O(1/n^3)$.

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arXiv2023

Eigenvalues of laplacian matrices of the cycles with one negative-weighted edge

We study the individual behavior of the eigenvalues of the laplacian matrices of the cyclic graph of order $n$, where one edge has weight $α\in\mathbb{C}$, with $\operatorname{Re}(α)<0$, and all the others have weights $1$. This paper is a sequel of a previous one where we considered $\operatorname{Re}(α) \in[0,1]$ (Eigenvalues of laplacian matrices of the cycles with one weighted edge, Linear Algebra Appl. 653, 2022, 86--115). We prove that for $\operatorname{Re}(α)<0$ and $n>\operatorname{Re}(α-1)/\operatorname{Re}(α)$, one eigenvalue is negative while the others belong to $[0,4]$ and are distributed as the function $x\mapsto 4\sin^2(x/2)$. Additionally, we prove that as $n$ tends to $\infty$, the outlier eigenvalue converges exponentially to $4\operatorname{Re}(α)^2/(2\operatorname{Re}(α)-1)$. We give exact formulas for the half of the inner eigenvalues, while for the others we justify the convergence of Newton's method and fixed-point iteration method. We find asymptotic expansions, as $n$ tends to $\infty$, both for the eigenvalues belonging to $[0,4]$ and the outlier. We also compute the eigenvectors and their norms.

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arXiv2022

Fast non-Hermitian Toeplitz eigenvalue computations, joining matrix-less algorithms and FDE approximation matrices

The present work is devoted to the eigenvalue asymptotic expansion of the Toeplitz matrix $T_{n}(a)$ whose generating function $a$ is complex valued and has a power singularity at one point. As a consequence, $T_{n}(a)$ is non-Hermitian and we know that the eigenvalue computation is a non-trivial task in the non-Hermitian setting for large sizes. We follow the work of Bogoya, Böttcher, Grudsky, and Maximenko and deduce a complete asymptotic expansion for the eigenvalues. After that, we apply matrix-less algorithms, in the spirit of the work by Ekström, Furci, Garoni, Serra-Capizzano et al, for computing those eigenvalues. Since the inner and extreme eigenvalues have different asymptotic behaviors, we worked on them independently, and combined the results to produce a high precision global numerical and matrix-less algorithm. The numerical results are very precise and the computational cost of the proposed algorithms is independent of the size of the considered matrices for each eigenvalue, which implies a linear cost when all the spectrum is computed. From the viewpoint of real world applications, we emphasize that the matrix class under consideration includes the matrices stemming from the numerical approximation of fractional diffusion equations. In the final conclusion section a concise discussion on the matter and few open problems are presented.

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arXiv2021

Fine spectral estimates with applications to the optimally fast solution of large FDE linear systems

In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric and positive definite. On the other hand they present specific difficulties which prevent the successful use of classical tools. In particular the associated matrix-sequence, with respect to the matrix-size, is ill-conditioned and it is such that a generating function does not exists, but we face the problem of dealing with a sequence of generating functions with an intricate expression. Nevertheless, we obtain a real interval where the smallest eigenvalue belongs, showing also its asymptotic behavior. We observe that the new bounds improve those already present in the literature and give a more accurate spectral information, which are in fact used in the design of fast numerical algorithms for the associated large linear systems, approximating the given distributed order FDEs. Very satisfactory numerical results are presented and critically discussed, while a section with conclusions and open problems ends the current note.

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arXiv2021

On the extreme eigenvalues and asymptotic conditioning of a class of Toeplitz matrix-sequences arising from fractional problems

The analysis of the spectral features of a Toeplitz matrix-sequence $\left\{T_{n}(f)\right\}_{n\in\mathbb N}$, generated by a symbol $f\in L^1([-π,π])$, real-valued almost everywhere (a.e.), has been provided in great detail in the last century, as well as the study of the conditioning, when $f$ is nonnegative a.e. Here we consider a novel type of problem arising in the numerical approximation of distributed-order fractional differential equations (FDEs), where the matrices under consideration take the form \[ \mathcal{T}_{n}=c_0T_{n}(f_0)+c_{1} h^h T_{n}(f_{1})+c_{2} h^{2h} T_{n}(f_{2})+\cdots+c_{n-1} h^{(n-1)h}T_{n}(f_{n-1}), \] $c_0,c_{1},\ldots, c_{n-1} \in [c_*,c^*]$, $c^*\ge c_*>0$, independent of $n$, $h=\frac{1}{n}$, $f_j\sim g_j$, $g_j=|θ|^{2-jh}$, $j=0,\ldots,n-1$. Since the resulting generating function depends on $n$, the standard theory cannot be applied and the analysis has to be performed using new ideas. Few selected numerical experiments are presented, also in connection with matrices that come from distributed-order FDE problems, and the adherence with the theoretical analysis is discussed together with open questions and future investigations.

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arXiv2019

Asymptotics of eigenvalues of large symmetric Toeplitz matrices with smooth simple-loop symbols

This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the matrices increases to infinity. The main result describes the asymptotic structure of all eigenvalues. The constructed expansion is uniform with respect to the number of eigenvalues. Keywords: Toeplitz matrices, eigenvalues, asymptotic expansions

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