Title
Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox
Abstract
A quasi-Toeplitz (QT) matrix is a semi-infinite matrix of the kind \(A=T(a)+E\) where \(T(a)=(a_{j-i})_{i,j\in \mathbb Z^{+}}\), \(E=(e_{i,j})_{i,j\in \mathbb Z^{+}}\) is compact and the norms\(\|a\|_{_{\mathcal {W}}}={\sum }_{i\in \mathbb Z}|a_{i}|\) and \(\|E\|_{2}\) are finite. These properties allow to approximate any QT matrix, within any given precision, by means of a finite number of parameters. QT matrices, equipped with the norm\(\|A\|_{_{\mathcal {Q}\mathcal {T}}}=\alpha {\|a\|}_{_{\mathcal {W}}}+\|E\|_{2}\), for \(\alpha = (1+\sqrt 5)/2\), are a Banach algebra with the standard arithmetic operations. We provide an algorithmic description of these operations on the finite parametrization of QT matrices, and we develop a MATLAB toolbox implementing them in a transparent way. The toolbox is then extended to perform arithmetic operations on matrices of finite size that have a Toeplitz plus low-rank structure. This enables the development of algorithms for Toeplitz and quasi-Toeplitz matrices whose cost does not necessarily increase with the dimension of the problem. Some examples of applications to computing matrix functions and to solving matrix equations are presented, and confirm the effectiveness of the approach.
Year
DOI
Venue
2019
10.1007/s11075-018-0571-6
Numerical Algorithms
Keywords
Field
DocType
Toeplitz matrices, Banach algebra, MATLAB, Wiener algebra, Infinite matrices
Finite set,Parametrization,Matrix (mathematics),Matlab toolbox,Matrix function,Arithmetic,Toeplitz matrix,Mathematics
Journal
Volume
Issue
ISSN
81
2
1572-9265
Citations 
PageRank 
References 
1
0.36
10
Authors
3
Name
Order
Citations
PageRank
Dario Bini1590108.78
Stefano Massei263.15
Leonardo Robol3307.04