Eigenvalues and quasi-eigenvalues of banded Toeplitz matrices: some properties and applications

被引:4
|
作者
Iavernaro, F
Mazzia, F
Trigiante, D
机构
[1] Univ Bari, Dipartimento Matemat, I-70125 Bari, Italy
[2] Univ Florence, Dipartimento Energet, Florence, Italy
关键词
Toeplitz matrices; circulant preconditioner; pseudospectrum; initial value problems; boundary value methods;
D O I
10.1023/A:1021197900145
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we consider the spectrum and quasi-eigenvalues of a family of banded Toeplitz matrices and define their extensions to the generalized eigenvalue problem. A diagonal similarity transformation on such matrices that allows a suitable modification of the region containing the quasi-eigenvalues is reported. Two kind of applications have been analyzed: the computation of the eigenvalues and the asymptotic spectra of Toeplitz matrices and the solution of block banded quasi-Toeplitz linear systems that arise after the discretization of an ODE using a boundary value method.
引用
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页码:157 / 170
页数:14
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