On the asymptotic spectrum of finite element matrix sequences

We derive a new formula for the asymptotic eigenvalue distribution of stiffness matrices obtained by applying Fi finite elements with standard mesh refinement to the semielliptic PDE of second order in divergence form -\u25bd(\u39a\u25bdTu) = f on \u3a9, u = g on 02\u3a9. Here \u3a9 82 \u211d2, and K is supposed to be piecewise continuous and point wise symmetric semipositive definite. The symbol describing this asymptotic eigenvalue distribution depends on the PDE, but also both on the numerical scheme for approaching the underlying bilinear form and on the geometry of triangulation of the domain. Our work is motivated by recent results on the superlinear convergence behavior of the conjugate gradient method, which requires the knowledge of such asymptotic eigenvalue distributions for sequences of matrices depending on a discretization parameter h when h \u2192 0. We compare our findings with similar results for the finite difference method which were published in recent years. In particular we observe that our sequence of stiffness matrices is part of the class of generalized locally Toeplitz sequences for which many theoretical tools are available. This enables us to derive some results on the conditioning and preconditioning of such stiffness matrices

Shank's transformation revisited

AbstractA unified and self-contained approach to the block structure of Shank's table and its cross rules is presented. Wynn's regular and Cordellier's singular cross rules are derived by the Schur-complement method in a unified manner without appealing to Padé approximation. Moreover, by extending the definition of Shank's transformation to certain biinfinite sequences and by introducing a parameter it is possible to get more consistency with respect to Möbius transformations. It is well known that Padé approximants in general don't have this property

Low-rank updates of matrix functions II: Rational Krylov methods

This work develops novel rational Krylov methods for updating a large-scale matrix function ƒ(A) when A is subject to low-rank modifications. It extends our previous work in this context on polynomial Krylov methods, for which we present a simplified convergence analysis. For the rational case, our convergence analysis is based on an exactness result that is connected to work by Bernstein and Van Loan on rank-one updates of rational matrix functions. We demonstrate the usefulness of the derived error bounds for guiding the choice of poles in the rational Krylov method for the exponential function and Markov functions. Low-rank updates of the matrix sign function require additional attention; we develop and analyze a combination of our methods with a squaring trick for this purpose. A curious connection between such updates and existing rational Krylov subspace methods for Sylvester matrix equations is pointed out

Matrix interpretation of multiple orthogonality

In this work we give an interpretation of a (s(d + 1) + 1)-term recurrence relation in terms of type II multiple orthogonal polynomials.We rewrite this recurrence relation in matrix form and we obtain a three-term recurrence relation for vector polynomials with matrix coefficients. We present a matrix interpretation of the type II multi-orthogonality conditions.We state a Favard type theorem and the expression for the resolvent function associated to the vector of linear functionals. Finally a reinterpretation of the type II Hermite- Padé approximation in matrix form is given

The Trigonometric Rosen-Morse Potential in the Supersymmetric Quantum Mechanics and its Exact Solutions

The analytic solutions of the one-dimensional Schroedinger equation for the trigonometric Rosen-Morse potential reported in the literature rely upon the Jacobi polynomials with complex indices and complex arguments. We first draw attention to the fact that the complex Jacobi polynomials have non-trivial orthogonality properties which make them uncomfortable for physics applications. Instead we here solve above equation in terms of real orthogonal polynomials. The new solutions are used in the construction of the quantum-mechanic superpotential.Comment: 16 pages 7 figures 1 tabl

The smallest eigenvalue of Hankel matrices

Let H_N=(s_{n+m}),n,m\le N denote the Hankel matrix of moments of a positive measure with moments of any order. We study the large N behaviour of the smallest eigenvalue lambda_N of H_N. It is proved that lambda_N has exponential decay to zero for any measure with compact support. For general determinate moment problems the decay to 0 of lambda_N can be arbitrarily slow or arbitrarily fast. In the indeterminate case, where lambda_N is known to be bounded below by a positive constant, we prove that the limit of the n'th smallest eigenvalue of H_N for N tending to infinity tends rapidly to infinity with n. The special case of the Stieltjes-Wigert polynomials is discussed