On the decay of the off-diagonal singular values in cyclic reduction

Abstract

It was recently observed that the singular values of the off-diagonal blocks of the matrix sequences generated by the Cyclic Reduction algorithm decay exponentially. This property was used to solve, with a higher efficiency, certain quadratic matrix equations encountered in the analysis of queueing models. In this paper, we provide a sharp theoretical bound to the basis of this exponential decay together with a tool for its estimation based on a rational interpolation problem. Applications to solving $n\times n$ block tridiagonal block Toeplitz systems with $n\times n$ semiseparable blocks and certain generalized Sylvester equations in $O(n^2\log n)$ arithmetic operations are shown.

References in corpus (2)

• Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
• Decay properties for functions of matrices over $C^{\ast }$-algebras

Cited by in corpus (2)

• hm-toolbox: Matlab software for HODLR and HSS matrices
• Decay bounds for the numerical quasiseparable preservation in matrix functions