Computing eigenvalues of semi-infinite quasi-Toeplitz matrices

TL;DR

This paper develops numerical methods for computing eigenvalues of semi-infinite quasi-Toeplitz matrices, reducing the problem to a finite nonlinear eigenvalue problem and demonstrating the effectiveness through experiments.

Contribution

It introduces a novel approach to compute eigenvalues of finitely representable QT matrices by transforming the problem into a finite nonlinear eigenvalue problem and applying Newton's method.

Findings

Effective algorithms for eigenvalue computation are developed.

Numerical experiments confirm the approach's efficiency.

Algorithms are implemented in the CQT-Toolbox.

Abstract

A quasi-Toeplitz (QT) matrix is a semi-infinite matrix of the form $A=T(a)+E$ where $T(a)$ is the Toeplitz matrix with entries $(T(a))_{i,j}=a_{j-i}$, for $a_{j-i}\in\mathbb C$, $i,j\ge 1$, while $E$ is a matrix representing a compact operator in $\ell^2$. The matrix $A$ is finitely representable if $a_k=0$ for $k<-m$ and for $k>n$, given $m,n>0$, and if $E$ has a finite number of nonzero entries. The problem of numerically computing eigenpairs of a finitely representable QT matrix is investigated, i.e., pairs $(\lambda,{\bf v})$ such that $A{\bf v}=\lambda {\bf v}$, with $\lambda\in\mathbb C$, ${\bf v}=(v_j)_{j\in\mathbb Z^+}$, ${\bf v}\ne 0$, and $\sum_{j=1}^\infty |v_j|^2<\infty$. It is shown that the problem is reduced to a finite nonlinear eigenvalue problem of the kind $ WU(\lambda){\pmb \beta}=0$, where $W$ is a constant matrix and $U$ depends on $\lambda$ and can be given in terms of either a Vandermonde matrix or a companion matrix. Algorithms relying on Newton's method applied to the equation $\det WU(\lambda)=0$ are analyzed. Numerical experiments show the effectiveness of this approach. The algorithms have been included in the CQT-Toolbox [Numer. Algorithms 81 (2019), no. 2, 741--769].