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.

Decay bounds for the numerical quasiseparable preservation in matrix functions

Massei, Stefano;Robol, Leonardo
2017

Abstract

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.
Massei, Stefano; Robol, Leonardo
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/934487
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