Decay in Functions of Multiband Matrices

N. Mastronardi*, M. Ng, E. E. Tyrtyshnikov

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

9 Citations (Scopus)
54 Downloads (Pure)

Abstract

The Benzi-Golub result on decay properties for matrix functions of a banded Hermitian matrix [BIT, 39 (1999), pp. 417-438] is extended to the case of multiband matrices. It is shown how the simple diagonal dominance technique applies to the general non-Hermitian case. We also present O(1) algorithms computing matrix functions of multiband and multi-Toeplitz (multilevel Toeplitz) matrices in time that depends on the bandwidth and prescribed approximation accuracy but does not depend on the size of matrices.

Original languageEnglish
Pages (from-to)2721-2737
Number of pages17
JournalSIAM Journal on Matrix Analysis and Applications
Volume31
Issue number5
DOIs
Publication statusPublished - 7 Oct 2010

Scopus Subject Areas

  • Analysis

User-Defined Keywords

  • Banded matrices
  • Exponential decay
  • Matrix functions
  • Multiband matrices
  • Multilevel matrices
  • Numerical range
  • Polynomial approximation
  • Toeplitz matrices

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