Lower estimates on the condition number of a Toeplitz sinc matrix and related questions

Author:

KOHAUPT Ludwig1,WU Yan2

Affiliation:

1. Berliner Hochschule für Technik (BHT)

2. Georgia Southern University

Abstract

As one new result, for a symmetric Toeplitz $ \operatorname{sinc} $ $n \times n$-matrix $A(t)$ depending on a parameter $t$, lower estimates (tending to infinity as t vanishes) on the pertinent condition number are derived. A further important finding is that prior to improving the obtained lower estimates it seems to be more important to determine the lower bound on the parameter $t$ such that the smallest eigenvalue $\mu_n(t)$ of $A(t)$ can be reliably computed since this is a precondition for determining a reliable value for the condition number of the Toeplitz $ \operatorname{sinc} $ matrix. The style of the paper is expository in order to address a large readership.

Publisher

Constructive Mathematical Analysis

Subject

Applied Mathematics,Numerical Analysis,Analysis

Reference11 articles.

1. D. Hertz: Simple Bounds on the Extreme Eigenvalues of Toeplitz Matrices, IEEE Transactions on Information Theory, 38 (1) (1992), 175–176.

2. N. J. Higham: Accuracy and Stability of Numerical Algorithms, SIAM, Philadelphia (1996).

3. G. H. Goloub, Ch. F. van Loan: Matrix Computations, The Johns Hopkins University Press, Baltimore and London (1989).

4. F. Stummel: Diskrete Approximation linear Operatoren. II (Discrete Approximation of Linear Operators. II). Math. Z., 120 (1971), 231–264.

5. F. Stummel, K. Hainer: Introduction to Numerical Analysis (English Translation by E.R. Dawson of the First Edition of the German Original of 1971), Scottish Academic Press, Edinburgh (1980).

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