Computations with quasiseparable polynomials and matrices

In this paper, we survey several recent results that highlight an interplay between a relatively new class of quasiseparable matrices and univariate polynomials. Quasiseparable matrices generalize two classical matrix classes, Jacobi (tridiagonal) matrices and unitary Hessenberg matrices that are known to correspond to real orthogonal polynomials and Szego polynomials, respectively. The latter two polynomial families arise in a wide variety of applications, and their short recurrence relations are the basis for a number of efficient algorithms. For historical reasons, algorithm development is more advanced for real orthogonal polynomials. Recent variations of these algorithms tend to be valid only for the Szego polynomials; they are analogues and not generalizations of the original algorithms. Herein, we survey several recent results for the ''superclass'' of quasiseparable matrices, which includes both Jacobi and unitary Hessenberg matrices as special cases. The interplay between quasiseparable matrices and their associated polynomial sequences (which contain both real orthogonal and Szego polynomials) allows one to obtain true generalizations of several algorithms. Specifically, we discuss the Bjorck-Pereyra algorithm, the Traub algorithm, certain new digital filter structures, as well as QR and divide and conquer eigenvalue algorithms.

[1]  Thomas Kailath,et al.  Displacement structure approach to discrete-trigonometric-transform based preconditioners of G.Strang type and of T.Chan type , 1996, SIAM J. Matrix Anal. Appl..

[2]  Rene F. Swarttouw,et al.  Orthogonal polynomials , 2020, NIST Handbook of Mathematical Functions.

[3]  Victor Y. Pan,et al.  Computing Matrix Eigenvalues and Polynomial Zeros Where the Output is Real , 1998, SIAM J. Comput..

[4]  H. Landau Moments in mathematics , 1987 .

[5]  M. Morf,et al.  Displacement ranks of matrices and linear equations , 1979 .

[6]  Thomas Kailath Signal-processing applications of some moment problems , 1987 .

[7]  John B. Shoven,et al.  I , Edinburgh Medical and Surgical Journal.

[8]  L. Reichel,et al.  A divide and conquer method for unitary and orthogonal eigenproblems , 1990 .

[9]  B. M. Mohan,et al.  Orthogonal Functions in Systems and Control , 1995 .

[10]  Concepción González-Concepción,et al.  The ε-algorithm for the identification of a transfer-function model: some applications , 2005, Numerical Algorithms.

[11]  Stanley C. Eisenstat,et al.  A Divide-and-Conquer Algorithm for the Symmetric Tridiagonal Eigenproblem , 1995, SIAM J. Matrix Anal. Appl..

[12]  Raf Vandebril,et al.  An Orthogonal Similarity Reduction of a Matrix into Semiseparable Form , 2003, SIAM J. Matrix Anal. Appl..

[13]  V. Olshevsky A Displacement Structure Approach to List Decoding of Reed-Solomon and Algebraic-Geometric Codes ∗ , 2000 .

[14]  Ronald Arbuthnott Knox,et al.  On English translation , 1973 .

[15]  P. Dewilde,et al.  Time-Varying Systems and Computations , 1998 .

[16]  Israel Gohberg,et al.  Eigenstructure of order-one-quasiseparable matrices. Three-term and two-term recurrence relations , 2005 .

[17]  Vadim Olshevsky Unitary Hessenberg matrices and the generalized Parker-Forney-Traub algorithm for inversion of Szegö-Vandermonde matrices , 2001 .

[18]  Lothar Reichel,et al.  Fast inversion of vandermonde-like matrices involving orthogonal polynomials , 1993 .

[19]  E. E. Tyrtyshnikov How bad are Hankel matrices? , 1994 .

[20]  Lothar Reichel,et al.  Chebyshev-Vandermonde systems , 1991 .

[21]  V. Pan Structured Matrices and Polynomials: Unified Superfast Algorithms , 2001 .

[22]  Victor Y. Pan,et al.  Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations , 2005, Numerische Mathematik.

[23]  John Maroulas,et al.  Polynomials with respect to a general basis. I. Theory , 1979 .

[24]  Israel Gohberg,et al.  Fast inversion of Chebyshev--Vandermonde matrices , 1994 .

[25]  Israel Gohberg,et al.  A Traub-like algorithm for Hessenberg-quasiseparable-Vandermonde matrices of arbitrary order , 2010 .

[26]  Israel Gohberg,et al.  A Björck–Pereyra-type algorithm for Szegö–Vandermonde matrices based on properties of unitary Hessenberg matrices , 2007 .

[27]  Martin J. Gander,et al.  Asymptotic properties of the QR factorization of banded Hessenberg–Toeplitz matrices , 2005, Numer. Linear Algebra Appl..

[28]  Dario Fasino Rational Krylov matrices and QR steps on Hermitian diagonal-plus-semiseparable matrices , 2005, Numer. Linear Algebra Appl..

[29]  V. Olshevsky Pivoting for structured matrices and rational tangential interpolation , 2001 .

[30]  I. Gohberg,et al.  The QR iteration method for Hermitian quasiseparable matrices of an arbitrary order , 2005 .

[31]  H. Dym,et al.  Operator theory: Advances and applications , 1991 .

[32]  SIAM,et al.  ASSOCIATED POLYNOMIALS AND UNIFORM METHODS FOR THE SOLUTION OF LINEAR PROBLEMS , .

[33]  W. Gragg Positive definite Toeplitz matrices, the Arnoldi process for isometric operators, and Gaussian quadrature on the unit circle , 1993 .

[34]  Israel Gohberg,et al.  The Fast Generalized Parker-Traub Algorithm for Inversion of Vandermonde and Related Matrices , 1997, J. Complex..

[35]  T. Bella Topics in numerical linear algebra related to quasiseparable and other structured matrices , 2008 .

[36]  Raf Vandebril,et al.  An implicit QR algorithm for symmetric semiseparable matrices , 2005, Numer. Linear Algebra Appl..

[37]  Amin Shokrollahi,et al.  A displacement approach to efficient decoding of algebraic-geometric codes , 1999, STOC '99.

[38]  Dario Fasino,et al.  Direct and Inverse Eigenvalue Problems for Diagonal-Plus-Semiseparable Matrices , 2003, Numerical Algorithms.

[39]  Thomas Kailath,et al.  Fast reliable algorithms for matrices with structure , 1999 .

[40]  Karel Segeth,et al.  Numerical Methods in Linear Algebra , 1994 .

[41]  Eugene E. Tyrtyshnikov,et al.  Structured matrices: recent developments in theory and computation , 2001 .

[42]  Nicholas J. Higham,et al.  Stability analysis of algorithms for solving confluent Vandermonde-like systems , 1990 .

[43]  Jianlin Xia,et al.  A Fast QR Algorithm for Companion Matrices , 2007 .

[44]  Victor Y. Pan,et al.  A unified superfast algorithm for boundary rational tangential interpolation problems and for inversion and factorization of dense structured matrices , 1998, Proceedings 39th Annual Symposium on Foundations of Computer Science (Cat. No.98CB36280).

[45]  I. Gohberg,et al.  On a new class of structured matrices , 1999 .

[46]  Boaz Porat,et al.  A course in digital signal processing , 1996 .

[47]  Victor Y. Pan,et al.  Practical improvement of the divide-and-conquer eigenvalue algorithms , 2005, Computing.

[48]  Gianna M. Del Corso,et al.  Structural properties of matrix unitary reduction to semiseparable form , 2004 .

[49]  Marc Van Barel,et al.  Divide and conquer algorithms for computing the eigendecomposition of symmetric diagonal-plus-semiseparable matrices , 2005, Numerical Algorithms.

[50]  Å. Björck,et al.  Solution of Vandermonde Systems of Equations , 1970 .

[51]  R. Vandebril,et al.  Matrix Computations and Semiseparable Matrices: Linear Systems , 2010 .

[52]  Georg Heinig,et al.  Algebraic Methods for Toeplitz-like Matrices and Operators , 1984 .

[53]  T. Kailath A Theorem of I. Schur and Its Impact on Modern Signal Processing , 1986 .

[54]  Vadim Olshevsky,et al.  Eigenvector computation for almost unitary Hessenberg matrices and inversion of Szegő-Vandermonde matrices via discrete transmission lines , 1998 .

[55]  D. Jackson,et al.  fourier series and orthogonal polynomials , 1943, The Mathematical Gazette.

[56]  Israel Gohberg,et al.  A Fast Björck-Pereyra-Type Algorithm for Solving Hessenberg-Quasiseparable-Vandermonde Systems , 2009, SIAM J. Matrix Anal. Appl..

[57]  J. Cuppen A divide and conquer method for the symmetric tridiagonal eigenproblem , 1980 .

[58]  V. Pan Structured Matrices and Polynomials , 2001 .

[59]  Amin Shokrollahi,et al.  Matrix-vector product for confluent Cauchy-like matrices with application to confluent rational interpolation , 2000, STOC '00.

[60]  Arnold Neumaier,et al.  Introduction to Numerical Analysis , 2001 .