Article ID Journal Published Year Pages File Type
5773240 Linear Algebra and its Applications 2017 31 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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