Toeplitz and Circulant Matrices

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Author :
Release : 2006
Genre : Computers
Kind :
Book Rating : 239/5 ( reviews)

Toeplitz and Circulant Matrices - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Toeplitz and Circulant Matrices write by Robert M. Gray. This book was released on 2006. Toeplitz and Circulant Matrices available in PDF, EPUB and Kindle. The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes. The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes.

Toeplitz and Circulant Matrices

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Author :
Release : 1977
Genre :
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Book Rating : /5 ( reviews)

Toeplitz and Circulant Matrices - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Toeplitz and Circulant Matrices write by Robert M. Gray. This book was released on 1977. Toeplitz and Circulant Matrices available in PDF, EPUB and Kindle.

Spectral Properties of Banded Toeplitz Matrices

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Release : 2005-01-01
Genre : Mathematics
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Book Rating : 853/5 ( reviews)

Spectral Properties of Banded Toeplitz Matrices - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Spectral Properties of Banded Toeplitz Matrices write by Albrecht Boettcher. This book was released on 2005-01-01. Spectral Properties of Banded Toeplitz Matrices available in PDF, EPUB and Kindle. This self-contained introduction to the behavior of several spectral characteristics of large Toeplitz band matrices is the first systematic presentation of a relatively large body of knowledge. Covering everything from classic results to the most recent developments, Spectral Properties of Banded Toeplitz Matrices is an important resource. The spectral characteristics include determinants, eigenvalues and eigenvectors, pseudospectra and pseudomodes, singular values, norms, and condition numbers. Toeplitz matrices emerge in many applications and the literature on them is immense. They remain an active field of research with many facets, and the material on banded ones until now has primarily been found in research papers.

Introduction to Large Truncated Toeplitz Matrices

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Release : 2012-12-06
Genre : Mathematics
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Book Rating : 262/5 ( reviews)

Introduction to Large Truncated Toeplitz Matrices - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Introduction to Large Truncated Toeplitz Matrices write by Albrecht Böttcher. This book was released on 2012-12-06. Introduction to Large Truncated Toeplitz Matrices available in PDF, EPUB and Kindle. Applying functional analysis and operator theory to some concrete asymptotic problems of linear algebra, this book contains results on the stability of projection methods, deals with asymptotic inverses and Moore-Penrose inversion of large Toeplitz matrices, and embarks on the asymptotic behaviour of the norms of inverses, the pseudospectra, the singular values, and the eigenvalues of large Toeplitz matrices. The approach is heavily based on Banach algebra techniques and nicely demonstrates the usefulness of C*-algebras and local principles in numerical analysis, including classical topics as well as results and methods from the last few years. Though employing modern tools, the exposition is elementary and points out the mathematical background behind some interesting phenomena encountered with large Toeplitz matrices. Accessible to readers with basic knowledge in functional analysis, the book addresses graduates, teachers, and researchers and should be of interest to everyone who has to deal with infinite matrices (Toeplitz or not) and their large truncations.

Bounds for the Eigenvalues of a Matrix

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Author :
Release : 1968
Genre : Eigenvalues
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Bounds for the Eigenvalues of a Matrix - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Bounds for the Eigenvalues of a Matrix write by Kenneth R. Garren. This book was released on 1968. Bounds for the Eigenvalues of a Matrix available in PDF, EPUB and Kindle.