Exploration of Toeplitz-like matrices with unbounded symbols is not a purely academic journey
Sbornik. Mathematics, Tome 208 (2017) no. 11, pp. 1602-1627 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

It is often asked why Toeplitz-like matrices with unbounded symbols are worth studying. This paper gives an answer by presenting several concrete problems that motivate such studies. It surveys the central results of the theory of Generalized Locally Toeplitz (GLT) sequences in a self-contained tool-kit fashion, and gives a new extension from bounded Riemann integrable functions to unbounded almost everywhere continuous functions. The emergence of unbounded symbols is illustrated by local grid refinements in finite difference and finite element discretizations and also by preconditioning strategies. Bibliography: 40 titles.
Keywords: Toeplitz-like matrices, eigenvalue distribution, singular value distribution, GLT-sequences, local grid refinement.
@article{SM_2017_208_11_a2,
     author = {A. B\"ottcher and C. Garoni and S. Serra-Capizzano},
     title = {Exploration of {Toeplitz-like} matrices with unbounded symbols is not a~purely academic journey},
     journal = {Sbornik. Mathematics},
     pages = {1602--1627},
     year = {2017},
     volume = {208},
     number = {11},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_2017_208_11_a2/}
}
TY  - JOUR
AU  - A. Böttcher
AU  - C. Garoni
AU  - S. Serra-Capizzano
TI  - Exploration of Toeplitz-like matrices with unbounded symbols is not a purely academic journey
JO  - Sbornik. Mathematics
PY  - 2017
SP  - 1602
EP  - 1627
VL  - 208
IS  - 11
UR  - http://geodesic.mathdoc.fr/item/SM_2017_208_11_a2/
LA  - en
ID  - SM_2017_208_11_a2
ER  - 
%0 Journal Article
%A A. Böttcher
%A C. Garoni
%A S. Serra-Capizzano
%T Exploration of Toeplitz-like matrices with unbounded symbols is not a purely academic journey
%J Sbornik. Mathematics
%D 2017
%P 1602-1627
%V 208
%N 11
%U http://geodesic.mathdoc.fr/item/SM_2017_208_11_a2/
%G en
%F SM_2017_208_11_a2
A. Böttcher; C. Garoni; S. Serra-Capizzano. Exploration of Toeplitz-like matrices with unbounded symbols is not a purely academic journey. Sbornik. Mathematics, Tome 208 (2017) no. 11, pp. 1602-1627. http://geodesic.mathdoc.fr/item/SM_2017_208_11_a2/

[1] G. Szegő, “Beiträge zur Theorie der Toeplitzschen Formen. Erste Mitteilung”, Math. Z., 6:3-4 (1920), 167–202 | DOI | MR | Zbl

[2] F. Avram, “On bilinear forms in Gaussian random variables and Toeplitz matrices”, Probab. Theory Related Fields, 79:1 (1988), 37–45 | DOI | MR | Zbl

[3] S. V. Parter, “On the distribution of the singular values of Toeplitz matrices”, Linear Algebra Appl., 80 (1986), 115–130 | DOI | MR | Zbl

[4] A. Böttcher, B. Silbermann, Introduction to large truncated Toeplitz matrices, Universitext, Springer-Verlag, New York, 1999, xii+258 pp. | DOI | MR | Zbl

[5] H. Widom, “Asymptotic behavior of block Toeplitz matrices and determinants. II”, Advances in Math., 21:1 (1976), 1–29 | DOI | MR | Zbl

[6] A. Böttcher, B. Silbermann, Analysis of Toeplitz operators, Springer Monogr. Math., 2nd ed., Springer-Verlag, Berlin, 2006, xiv+665 pp. | MR | Zbl

[7] E. E. Tyrtyshnikov, “A unifying approach to some old and new theorems on distribution and clustering”, Linear Algebra Appl., 232 (1996), 1–43 | DOI | MR | Zbl

[8] E. E. Tyrtyshnikov, N. L. Zamarashkin, “Spectra of multilevel Toeplitz matrices: advanced theory via simple matrix relationships”, Linear Algebra Appl., 270:1-3 (1998), 15–27 | DOI | MR | Zbl

[9] P. Tilli, “A note on the spectral distribution of Toeplitz matrices”, Linear and Multilinear Algebra, 45:2-3 (1998), 147–159 | DOI | MR | Zbl

[10] R. V. Duduchava, “O diskretnykh uravneniyakh Vinera–Khopfa”, in Russian, Trudy Tbilisskogo matem. in-ta AN Gruz. SSR, 50 (1975), 42–59 | MR | Zbl

[11] P. Deift, A. Its, I. Krasovsky, “Toeplitz matrices and Toeplitz determinants under the impetus of the Ising model: some history and some recent results”, Comm. Pure Appl. Math., 66:9 (2013), 1360–1438 | DOI | MR | Zbl

[12] M. E. Fisher, R. E. Hartwig, “Toeplitz determinants: some applications, theorems, and conjectures”, Stochastic Processes in Chemical Physics, Adv. Chem. Phys., 15, John Wiley Sons, Inc., Hoboken, NJ, 1969, 333–353 | DOI

[13] E. Basor, “Asymptotic formulas for Toeplitz determinants”, Trans. Amer. Math. Soc., 239 (1978), 33–65 | DOI | MR | Zbl

[14] A. Böttcher, B. Silbermann, “Toeplitz matrices and determinants with Fisher–Hartwig symbols”, J. Funct. Anal., 63:2 (1985), 178–214 | DOI | MR | Zbl

[15] T. Ehrhardt, B. Silbermann, “Toeplitz determinants with one Fisher–Hartwig singularity”, J. Funct. Anal., 148:1 (1997), 229–256 | DOI | MR | Zbl

[16] H. Widom, “Toeplitz determinants with singular generating functions”, Amer. J. Math., 95:2 (1973), 333–383 | DOI | MR | Zbl

[17] P. Tilli, “Locally Toeplitz sequences: spectral properties and applications”, Linear Algebra Appl., 278:1-3 (1998), 91–120 | DOI | MR | Zbl

[18] S. Serra Capizzano, “Generalized locally Toeplitz sequences: spectral analysis and applications to discretized partial differential equations”, Linear Algebra Appl., 366 (2003), 371–402 | DOI | MR | Zbl

[19] S. Serra-Capizzano, “The GLT class as a generalized Fourier analysis and applications”, Linear Algebra Appl., 419:1 (2006), 180–233 | DOI | MR | Zbl

[20] C. Garoni, S. Serra-Capizzano, Generalized locally Toeplitz sequences: theory and applications, v. 1, Springer, Cham, 2017, xi+312 pp. | DOI | MR | Zbl

[21] C. Garoni, S. Serra-Capizzano, “The theory of generalized locally Toeplitz sequences: a review, an extension, and a few representative applications”, Large truncated Toeplitz matrices, Toeplitz operators, and related topics, Oper. Theory Adv. Appl., 259, Birkhäuser/Springer, Cham, 2017, 353–394 pp. | DOI | MR | Zbl

[22] R. Bhatia, Matrix analysis, Grad. Texts in Math., 169, Springer-Verlag, New York, 1997, xii+347 pp. | DOI | MR | Zbl

[23] G. H. Golub, C. F. Van Loan, Matrix computations, Johns Hopkins Stud. Math. Sci., 4th ed., The Johns Hopkins Univ. Press, Baltimore, MD, 2013, xiv+756 pp. | MR | Zbl

[24] V. I. Bogachev, Measure theory, v. I, Springer-Verlag, Berlin, 2007, xviii+500 pp. | DOI | MR | Zbl

[25] H. Royden, P. M. Fitzpatrick, Real analysis, 4th ed., Prentice Hall, New York, NY, 2010, xii+505 pp. | Zbl

[26] C. Garoni, S. Serra-Capizzano, D. Sesana, “Tools for determining the asymptotic spectral distribution of non-Hermitian perturbations of Hermitian matrix-sequences and applications”, Integral Equations Operator Theory, 81:2 (2015), 213–225 | DOI | MR | Zbl

[27] L. Golinskii, S. Serra-Capizzano, “The asymptotic properties of the spectrum of nonsymmetrically perturbed Jacobi matrix sequences”, J. Approx. Theory, 144:1 (2007), 84–102 | DOI | MR | Zbl

[28] C. Garoni, S. Serra-Capizzano, “The theory of Locally Toeplitz sequences: a review, an extension, and a few representative applications”, Bol. Soc. Mat. Mex. (3), 22:2 (2016), 529–565 | DOI | MR | Zbl

[29] S. Serra Capizzano, C. Tablino Possio, “Analysis of preconditioning strategies for collocation linear systems”, Linear Algebra Appl., 369 (2003), 41–75 | DOI | MR | Zbl

[30] J. A. Cottrell, T. J. R. Hughes, Y. Bazilevs, Isogeometric analysis: toward integration of CAD and FEA, John Wiley Sons, Chichester, 2009, 355 pp. | DOI

[31] H. Brezis, Functional analysis, Sobolev spaces and partial differential equations, Universitext, Springer, New York, 2011, xiv+599 pp. | DOI | MR | Zbl

[32] C. Garoni, “Spectral distribution of PDE discretization matrices from Isogeometric Analysis: the case of $L^1$ coefficients and non-regular geometry”, J. Spectral Theory (in press)

[33] C. Garoni, C. Manni, S. Serra-Capizzano, D. Sesana, H. Speleers, “Spectral analysis and spectral symbol of matrices in isogeometric Galerkin methods”, Math. Comp., 86:305 (2017), 1343–1373 | DOI | MR | Zbl

[34] M. Donatelli, M. Mazza, S. Serra-Capizzano, “Spectral analysis and structure preserving preconditioners for fractional diffusion equations”, J. Comput. Phys., 307 (2016), 262–279 | DOI | MR | Zbl

[35] A. Böttcher, S. M. Grudsky, “On the condition numbers of large semi-definite Toeplitz matrices”, Linear Algebra Appl., 279:1-3 (1998), 285–301 | DOI | MR | Zbl

[36] C. Garoni, “Estimates for the minimum eigenvalue and the condition number of Hermitian (block) Toeplitz matrices”, Linear Algebra Appl., 439:3 (2013), 707–728 | DOI | MR | Zbl

[37] S. V. Parter, “On the extreme eigenvalues of Toeplitz matrices”, Trans. Amer. Math. Soc., 100:2 (1961), 263–276 | DOI | MR | Zbl

[38] O. Axelsson, G. Lindskog, “On the rate of convergence of the preconditioned conjugate gradient method”, Numer. Math., 48:5 (1986), 499–523 | DOI | MR | Zbl

[39] F. di Benedetto, G. Fiorentino, S. Serra, “C. G. preconditioning for Toeplitz matrices”, Comput. Math. Appl., 25:6 (1993), 35–45 | DOI | MR | Zbl

[40] S. Serra, “New PCG based algorithms for the solution of Hermitian Toeplitz systems”, Calcolo, 32:3-4 (1995), 153–176 | DOI | MR | Zbl