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Bounds for the decay of the entries in inverses and Cauchy–Stieltjes functions of certain sparse, normal matrices
Author(s) -
Frommer Andreas,
Schimmel Claudia,
Schweitzer Marcel
Publication year - 2018
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.2131
Subject(s) - hermitian matrix , riemann–stieltjes integral , mathematics , positive definite matrix , cauchy distribution , inverse , pure mathematics , combinatorics , mathematical analysis , integral equation , eigenvalues and eigenvectors , physics , geometry , quantum mechanics
Summary It is known that in many functions of banded and, more generally, sparse Hermitian positive definite matrices, the entries exhibit a rapid decay away from the sparsity pattern. This is particularly true for the inverse, and based on results for the inverse, bounds for Cauchy–Stieltjes functions of Hermitian positive definite matrices have recently been obtained. We add to the known results by considering certain types of normal matrices, for which fewer and typically less satisfactory results exist so far. Starting from a very general estimate based on approximation properties of Chebyshev polynomials on ellipses, we obtain as special cases insightful decay bounds for various classes of normal matrices, including (shifted) skew‐Hermitian and Hermitian indefinite matrices. In addition, some of our results improve over known bounds when applied to the Hermitian positive definite case.