NANAOct 2, 2017

Diagonal Matrix Sequences and their Spectral Symbols

arXiv:1710.008107 citationsh-index: 9
Originality Synthesis-oriented
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For researchers in numerical linear algebra and spectral analysis, this provides a theoretical foundation for using eigenvalue permutations to approximate spectral symbols, though the result is incremental.

The paper establishes that any diagonal matrix sequence with a real-valued spectral symbol can be permuted to become a diagonal Generalized Locally Toeplitz (GLT) sequence with the same symbol, linking eigenvalue ordering to symbol sampling.

The spectral symbols are useful tools to analyse the eigenvalue distribution when dealing with high dimensional linear systems. Given a matrix sequence with an asymptotic symbol, the last one depends only on the spectra of the individual matrices, seen as a not ordered set. We can then focus only on diagonal sequences and sort the eigenvalues so that they become an approximation of the symbol sampling. We show that this is linked to the concept of diagonal Generalized Locally Toeplitz (GLT) sequences, and in particular we prove that any diagonal sequence with a real valued symbol can be permuted in order to obtain a diagonal GLT sequence with the same symbol.

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