Decay bounds for the numerical quasiseparable preservation in matrix functions

Autor: Leonardo Robol, Stefano Massei
Rok vydání: 2017
Předmět:
Zdroj: Linear Algebra and its Applications. 516:212-242
ISSN: 0024-3795
Popis: Given matrices 𝐴 and 𝐵 such that 𝐵 = 𝑓(𝐴), where 𝑓(𝑧) is a holomorphic function, we analyze the relation between the singular values of the off-diagonal submatrices of 𝐴 and 𝐵. We provide a family of bounds which depend on the interplay between the spectrum of the argument 𝐴 and the singularities of the function. In particular, these bounds guarantee the numerical preservation of quasiseparable structures under mild hypotheses. We extend the Dunford-Cauchy integral formula to the case in which some poles are contained inside the contour of integration. We use this tool together with the technology of hierarchical matrices (H-matrices) for the effective computation of matrix functions with quasiseparable arguments. ispartof: Linear Algebra and Its Applications vol:516 pages:212-242 status: published
Databáze: OpenAIRE