AGJan 19, 2017
Structured low rank decomposition of multivariate Hankel matricesJouhayna Harmouch, Houssam Khalil, Bernard Mourrain
We study the decomposition of a multivariate Hankel matrix H\_$σ$ as a sum of Hankel matrices of small rank in correlation with the decomposition of its symbol $σ$ as a sum of polynomial-exponential series. We present a new algorithm to compute the low rank decomposition of the Hankel operator and the decomposition of its symbol exploiting the properties of the associated Artinian Gorenstein quotient algebra A\_$σ$. A basis of A\_$σ$ is computed from the Singular Value Decomposition of a sub-matrix of the Hankel matrix H\_$σ$. The frequencies and the weights are deduced from the generalized eigenvectors of pencils of shifted sub-matrices of H $σ$. Explicit formula for the weights in terms of the eigenvectors avoid us to solve a Vandermonde system. This new method is a multivariate generalization of the so-called Pencil method for solving Prony-type decomposition problems. We analyse its numerical behaviour in the presence of noisy input moments, and describe a rescaling technique which improves the numerical quality of the reconstruction for frequencies of high amplitudes. We also present a new Newton iteration, which converges locally to the closest multivariate Hankel matrix of low rank and show its impact for correcting errors on input moments.
SCJan 24, 2013
Superfast solution of Toeplitz systems based on syzygy reductionHoussam Khalil, Bernard Mourrain, Michelle Schatzman
We present a new superfast algorithm for solving Toeplitz systems. This algorithm is based on a relation between the solution of such problems and syzygies of polynomials or moving lines. We show an explicit connection between the generators of a Toeplitz matrix and the generators of the corresponding module of syzygies. We show that this module is generated by two elements and the solution of a Toeplitz system T u=g can be reinterpreted as the remainder of a vector depending on g, by these two generators. We obtain these generators and this remainder with computational complexity O(n log^2 n) for a Toeplitz matrix of size nxn.
NAMar 6, 2009
Toeplitz and Toeplitz-block-Toeplitz matrices and their correlation with syzygies of polynomialsHoussam Khalil, Bernard Mourrain, Michelle Schatzman
In this paper, we re-investigate the resolution of Toeplitz systems $T u =g$, from a new point of view, by correlating the solution of such problems with syzygies of polynomials or moving lines. We show an explicit connection between the generators of a Toeplitz matrix and the generators of the corresponding module of syzygies. We show that this module is generated by two elements of degree $n$ and the solution of $T u=g$ can be reinterpreted as the remainder of an explicit vector depending on $g$, by these two generators.