A fast elementary algorithm for computing the determinant of toeplitz matrices

In recent years, a number of fast algorithms for computing the determinant of a Toeplitz matrix were developed. The fastest algorithm we know so far is of order $k^2\log{n}+k^3$, where $n$ is the number of rows of the Toeplitz matrix and $k$ is the bandwidth size. This is possible because such a determinant can be expressed as the determinant of certain parts of $n$-th power of a related $k \times k$ companion matrix. In this paper, we give a new elementary proof of this fact, and provide various examples. We give symbolic formulas for the determinants of Toeplitz matrices in terms of the eigenvalues of the corresponding companion matrices when $k$ is small.Comment: 12 pages. The article is rewritten completely. There are major changes in the title, abstract and references. The results are generalized to any Toeplitz matrix, but the formulas for Pentadiagonal case are still include

An elementary algorithm for computing the determinant of pentadiagonal Toeplitz matrices

AbstractOver the last 25 years, various fast algorithms for computing the determinant of a pentadiagonal Toeplitz matrices were developed. In this paper, we give a new kind of elementary algorithm requiring 56⋅⌊n−4k⌋+30k+O(logn) operations, where k≥4 is an integer that needs to be chosen freely at the beginning of the algorithm. For example, we can compute det(Tn) in n+O(logn) and 82n+O(logn) operations if we choose k as 56 and ⌊2815(n−4)⌋, respectively. For various applications, it will be enough to test if the determinant of a pentadiagonal Toeplitz matrix is zero or not. As in another result of this paper, we used modular arithmetic to give a fast algorithm determining when determinants of such matrices are non-zero. This second algorithm works only for Toeplitz matrices with rational entries

Explicit determinantal formula for a class of banded matrices

© 2020 Yerlan Amanbek et al., published by De Gruyter 2020. In this short note, we provide a brief proof for a recent determinantal formula involving a particular family of banded matrices

Fiedler matrices: numerical and structural properties

The first and second Frobenius companion matrices appear frequently in numerical application, but it is well known that they possess many properties that are undesirable numerically, which limit their use in applications. Fiedler companion matrices, or Fiedler matrices for brevity, introduced in 2003, is a family of matrices which includes the two Frobenius matrices. The main goal of this work is to study whether or not Fiedler companion matrices can be used with more reliability than the Frobenius ones in the numerical applications where Frobenius matrices are used. For this reason, in this work we present a thorough study of Fiedler matrices: their structure and numerical properties, where we mean by numerical properties those properties that are interesting for applying these matrices in numerical computations, and some of their applications in the field on numerical linear algebra. The introduction of Fiedler companion matrices is an example of a simple idea that has been very influential in the development of several lines of research in the numerical linear algebra field. This family of matrices has important connections with a number of topics of current interest, including: polynomial root finding algorithms, linearizations of matrix polynomials, unitary Hessenberg matrices, CMV matrices, Green’s matrices, orthogonal polynomials, rank structured matrices, quasiseparable and semiseparable matrices, etc.Programa Oficial de Doctorado en Ingeniería MatemáticaPresidente: Paul Van Dooren.- Secretario: Juan Bernardo Zaballa Tejada.- Vocal: Françoise Tisseu

Design of discrete-time filters for efficient implementation

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2011.Cataloged from PDF version of thesis.Includes bibliographical references (p. 325-333).The cost of implementation of discrete-time filters is often strongly dependent on the number of non-zero filter coefficients or the precision with which the coefficients are represented. This thesis addresses the design of sparse and bit-efficient filters under different constraints on filter performance in the context of frequency response approximation, signal estimation, and signal detection. The results have applications in several areas, including the equalization of communication channels, frequency-selective and frequency-shaping filtering, and minimum-variance distortionless-response beamforming. The design problems considered admit efficient and exact solutions in special cases. For the more difficult general case, two approaches are pursued. The first develops low-complexity algorithms that are shown to yield optimal or near-optimal designs in many instances, but without guarantees. The second focuses on optimal algorithms based on the branch-and-bound procedure. The complexity of branch-and-bound is reduced through the use of bounds that are good approximations to the true optimal cost. Several bounding methods are developed, many involving relaxations of the original problem. The approximation quality of the bounds is characterized and efficient computational methods are discussed. Numerical experiments show that the bounds can result in substantial reductions in computational complexity.by Dennis Wei.Ph.D

Polinomios biortogonales y sus generalizaciones: una perspectiva desde los sistemas integrables

La conexión existente entre los polinomios ortogonales y otras ramas de la matemática, la física o la ingeniería es verdaderamente asombrosa. Además, no hay mejor prueba de la utilidad de estos que el propio crecimiento, avance perpetuo y generalización en diversas direcciones de lo que se entendía por polinomio ortogonal en los albores de la teoría. Conforme el concepto se fue generalizando, también fueron evolucionando las técnicas para su estudio, algunas de estas claramente influenciadas por aquellas disciplinas matemáticas con las que iban surgiendo conexiones. La perspectiva que esta tesis adopta frente a los polinomios ortogonales es un ejemplo de este tipo de influencias, compartiendo herramientas y entrelazandose con la teoría de los sistemas integrables. Una posición privilegiada en esta tesis la ocuparían las matrices de Gram semi in nitas; cada cual asociada a una forma sesquilineal adaptada al tipo de biortogonalidad en cuestión. A estas matrices se les impondrán una serie de condiciones cuyo objeto sería el de garantizar la existencia y unicidad de las secuencias biortogonales asociadas a las mismas. El siguiente paso consistiría en buscar simetrías de estas matrices de Gram. Existen dos razones por las que este esfuerzo resulta ventajoso. En primer lugar, cada simetría encontrada podría traducirse en propiedades de las secuencias biortogonales, por ejemplo: una estructura Hankel de la matriz es equivalente a gozar de la recurrencia a tres términos de los polinomios ortogonales; la simetría propia de las matrices asociadas a pesos clásicos (Hermite, Laguerre, Jacobi) implica la existencia del operador diferencial lineal de segundo orden de que los polinomios clásicos son solución; etc..

Efficient numerical methods to solve some reaction-diffusion problems arising in biology

Philosophiae Doctor - PhDIn this thesis, we solve some time-dependent partial differential equations, and systems of such equations, that governs reaction-diffusion models in biology. we design and implement some novel exponential time differencing schemes to integrate stiff systems of ordinary differential equations which arise from semi-discretization of the associated partial differential equations. We split the semi-linear PDE(s) into a linear, which contains the highly stiff part of the problem, and a nonlinear part, that is expected to vary more slowly than the linear part. Then we introduce higher-order finite difference approximations for the spatial discretization. Resulting systems of stiff ODEs are then solved by using exponential time differencing methods. We present stability properties of these methods along with extensive numerical simulations for a number of different reaction-diffusion models, including single and multi-species models. When the diffusivity is small many of the models considered in this work are found to exhibit a form of localized spatiotemporal patterns. Such patterns are correctly captured by our proposed numerical schemes. Hence, the schemes that we have designed in this thesis are dynamically consistent. Finally, in many cases, we have compared our results with those obtained by other researchers