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arXiv 1609.09494math.NAcs.NAmath.RA
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关于具有位移结构的矩阵的奇异值

On the singular values of matrices with displacement structure

UST Lille(里尔第一大学);Cornell University(康奈尔大学)

Bernhard Beckermann, Alex Townsend

AI总结:

本文通过极值问题推导出具有位移结构矩阵奇异值的显式界,证明Hankel矩阵的奇异值可被低秩矩阵近似,同时推导出其他类型矩阵的类似结果。

摘要:

具有位移结构的矩阵,如Pick、Vandermonde和Hankel矩阵,在众多应用中出现。本文利用涉及有理函数的极值问题,推导出此类矩阵奇异值的显式界。例如,我们证明一个实n×n正定Hankel矩阵的第k个奇异值被界于Cρ^{-k/ log n}‖H‖_2,其中C>0和ρ>1为显式常数,‖H_n‖_2为谱范数。这意味着一个实n×n正定Hankel矩阵可被一个秩为O(log n log(1/ε))的矩阵近似,精度为ε‖H_n‖_2,其中0<ε<1。类似结果也适用于Pick、Cauchy、实Vandermonde、Löwner以及某些Krylov矩阵。

英文摘要:

Matrices with displacement structure such as Pick, Vandermonde, and Hankel matrices appear in a diverse range of applications. In this paper, we use an extremal problem involving rational functions to derive explicit bounds on the singular values of such matrices. For example, we show that the $k$th singular value of a real $n\times n$ positive definite Hankel matrix, $H_n$, is bounded by $Cρ^{-k/\log n}\|H\|_2$ with explicitly given constants $C>0$ and $ρ>1$, where $\|H_n\|_2$ is the spectral norm. This means that a real $n\times n$ positive definite Hankel matrix can be approximated, up to an accuracy of $ε\|H_n\|_2$ with $0<ε<1$, by a rank $\mathcal{O}(\log n\log(1/ε) )$ matrix. Analogous results are obtained for Pick, Cauchy, real Vandermonde, Löwner, and certain Krylov matrices.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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