实(反)循环矩阵的本征结构及其一些应用
The eigenstructures of real (skew) circulant matrices with some applications
AI总结:
本文研究实循环和反循环矩阵的实Schur形式,开发了快速算法用于计算循环、反循环和Toeplitz矩阵与实向量的乘法,并提出DCT-DST版本的循环和反循环分裂迭代法,相比FFT版本更高效且节省存储。
摘要:
循环矩阵和反循环矩阵是Toeplitz矩阵的特殊类别,在Toeplitz矩阵计算中起重要作用。本文聚焦于实循环和反循环矩阵,首先研究其实Schur形式,这与离散余弦变换(DCT)和离散正弦变换(DST)密切相关。利用这些实Schur形式,我们开发了计算实循环、反循环和Toeplitz矩阵与实向量乘法的快速算法。此外,我们还开发了DCT-DST版本的循环和反循环分裂(CSCS)迭代法,用于实正定Toeplitz系统。与FFT版本的CSCS迭代法相比,DCT-DST版本更高效且节省一半存储。数值实验展示了方法的有效性。
英文摘要:
The circulant matrices and skew-circulant matrices are two special classes of Toeplitz matrices and play vital roles in the computation of Toeplitz matrices. In this paper, we focus on real circulant and skewcirculant matrices. We first investigate their real Schur forms, which are closely related to the family of discrete cosine transform (DCT) and discrete sine transform (DST). Using those real Schur forms, we then develop some fast algorithms for computing real circulant, skew-circulant and Toeplitz matrix-real vector multiplications. Also, we develop a DCT-DST version of circulant and skew-circulant splitting (CSCS) iteration for real positive definite Toeplitz systems. Compared with the fast Fourier transform (FFT) version of CSCS iteration, the DCTDST version is more efficient and saves a half storage. Numerical experiments are presented to illustrate the effectiveness of our method.
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