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This chapter contains topics related to matrices with special structures that arise in many applications. It discusses companion matrices that are a classic linear algebra topic. It constructs circulant matrices from a particular companion matrix and describes their signal processing applications. It discusses the closely related family of Toeplitz matrices. It describes the power iteration that is used later in the chapter for Markov chains. It discusses nonnegative matrices and their relationships to graphs, leading to the analysis of Markov chains. The chapter ends with two applications: Google’s PageRank method and spectral clustering using graph Laplacians.
In 2005, N. Nikolski proved among other things that for any $r\in (0,1)$ and any $K\geq 1$, the condition number $CN(T)=\Vert T\Vert \cdot \Vert T^{-1}\Vert $ of any invertible n-dimensional complex Banach space operators T satisfying the Kreiss condition, with spectrum contained in $\left \{ r\leq |z|<1\right \}$, satisfies the inequality $CN(T)\leq CK(T)\Vert T \Vert n/r^{n}$ where $K(T)$ denotes the Kreiss constant of T and $C>0$ is an absolute constant. He also proved that for $r\ll 1/n,$ the latter bound is asymptotically sharp as $n\rightarrow \infty $. In this note, we prove that this bound is actually achieved by a family of explicit $n\times n$ Toeplitz matrices with arbitrary singleton spectrum $\{\lambda \}\subset \mathbb {D}\setminus \{0\}$ and uniformly bounded Kreiss constant. Independently, we exhibit a sequence of Jordan blocks with Kreiss constants tending to $\infty $ showing that Nikolski’s inequality is still asymptotically sharp as K and n go to $\infty $.
Iterative regularization multigrid methods have been successful applied to signal/image deblurring problems. When zero-Dirichlet boundary conditions are imposed the deblurring matrix has a Toeplitz structure and it is potentially full. A crucial task of a multilevel strategy is to preserve the Toeplitz structure at the coarse levels which can be exploited to obtain fast computations. The smoother has to be an iterative regularization method. The grid transfer operator should preserve the regularization property of the smoother. This paper improves the iterative multigrid method proposed in [11] introducing a wavelet soft-thresholding denoising post-smoother. Such post-smoother avoids the noise amplification that is the cause of the semi-convergence of iterative regularization methods and reduces ringing effects. The resulting iterative multigrid regularization method stabilizes the iterations so that and imprecise (over) estimate of the stopping iteration does not have a deleterious effect on the computed solution. Numerical examples of signal and image deblurring problems confirm the effectiveness of the proposed method.
A classical question for a Toeplitz matrix with given symbol is how to compute asymptotics for the determinants of its reductions to finite rank. One can also consider how those asymptotics are affected when shifting an initial set of rows and columns (or, equivalently, asymptotics of their minors). Bump and Diaconis obtained a formula for such shifts involving Laguerre polynomials and sums over symmetric groups. They also showed how the Heine identity extends for such minors, which makes this question relevant to Random Matrix Theory. Independently, Tracy and Widom used the Wiener–Hopf factorization to express those shifts in terms of products of infinite matrices. We show directly why those two expressions are equal and uncover some structure in both formulas that was unknown to their authors. We introduce a mysterious differential operator on symmetric functions that is very similar to vertex operators. We show that the Bump–Diaconis–Tracy–Widom identity is a differentiated version of the classical Jacobi–Trudi identity.
It is shown that a real Hankel matrix admits an approximate block diagonalization inwhich the successive transformation matrices are upper triangular Toeplitz matrices. Thestructure of this factorization was first fully discussed in [1]. This approach isextended to obtain the quotients and the remainders appearing in the Euclidean algorithmapplied to two polynomials u(x) andv(x) of degree n andm, respectively, whith m <n
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