Bogoya, Böttcher, Grudsky, and Maximenko have recently obtained the precise asymptotic expansion for the eigenvalues of a sequence of Toeplitz matrices Tn(f), under suitable assumptions on the associated generating function f. In this paper, we provide numerical evidence that some of these assumptions can be relaxed and extended to the case of a sequence of preconditioned Toeplitz matrices Tn−1(g)Tn(f), for f trigonometric polynomial, g nonnegative, not identically zero trigonometric polynomial, r = f/g, and where the ratio r plays the same role as f in the nonpreconditioned case. Moreover, based on the eigenvalue asymptotics, we devise an extrapolation algorithm for computing the eigenvalues of preconditioned banded symmetric Toeplitz matrices with a high level of accuracy, with a relatively low computational cost, and with potential application to the computation of the spectrum of differential operators.

Are the eigenvalues of preconditioned banded symmetric Toeplitz matrices known in almost closed form?

Furci, Isabella;Serra-Capizzano, Stefano
2018-01-01

Abstract

Bogoya, Böttcher, Grudsky, and Maximenko have recently obtained the precise asymptotic expansion for the eigenvalues of a sequence of Toeplitz matrices Tn(f), under suitable assumptions on the associated generating function f. In this paper, we provide numerical evidence that some of these assumptions can be relaxed and extended to the case of a sequence of preconditioned Toeplitz matrices Tn−1(g)Tn(f), for f trigonometric polynomial, g nonnegative, not identically zero trigonometric polynomial, r = f/g, and where the ratio r plays the same role as f in the nonpreconditioned case. Moreover, based on the eigenvalue asymptotics, we devise an extrapolation algorithm for computing the eigenvalues of preconditioned banded symmetric Toeplitz matrices with a high level of accuracy, with a relatively low computational cost, and with potential application to the computation of the spectrum of differential operators.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11567/1119762
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