Toeplitz Momentary Symbols: definition, results, and limitations in the spectral analysis of Structured Matrices

TL;DR

This paper introduces Toeplitz momentary symbols, a new approach that retains small norm perturbation information in spectral analysis of structured matrices, offering higher accuracy than traditional GLT symbols in certain cases.

Contribution

The paper develops the concept of Toeplitz momentary symbols, extending GLT theory to include small norm contributions and applicable to non-square matrices, enhancing spectral analysis accuracy.

Findings

Toeplitz momentary symbols improve spectral approximation accuracy.

The approach is applicable to non-square Toeplitz matrices.

In some cases, the method outperforms traditional GLT symbols.

Abstract

A powerful tool for analyzing and approximating the singular values and eigenvalues of structured matrices is the theory of GLT sequences. By the GLT theory one can derive a function, which describes the singular value or the eigenvalue distribution of the sequence, the latter under precise assumptions. However, for small values of the matrix size of the considered sequence, the approximations may not be as good as it is desirable, since in the construction of the GLT symbol one disregards small norm and low-rank perturbations. On the other hand, LFA can be used to construct polynomial symbols in a similar manner for discretizations, where the geometric information is present, but the small norm perturbations are retained. The main focus of this paper is the introduction of the concept of sequence of "Toeplitz momentary symbols", associated with a given sequence of truncated Toeplitz-like matrices. We construct the symbol in the same way as in the GLT theory, but we keep the information of the small norm contributions. The low-rank contributions are still disregarded, and we give an idea on the reason why this is negligible in certain cases and why it is not in other cases, being aware that in presence of high nonnormality the same low-rank perturbation can produce a dramatic change in the eigenvalue distribution. Moreover, a difference with respect to the LFA symbols is that GLT symbols and Toeplitz momentary symbols are more general and are applicable to a larger class of matrices. We show the applicability of the approach which leads to higher accuracy in some cases when compared with the GLT symbol. Finally, since for many applications and their analysis it is often necessary to consider non-square Toeplitz matrices, we formalize and provide some useful definitions, applicable for non-square Toeplitz momentary symbols.