Normal form for GLT sequences, functions of normal GLT sequences, and spectral distribution of perturbed normal matrices (1805.08708v3)

Abstract: The theory of generalized locally Toeplitz (GLT) sequences is a powerful apparatus for computing the asymptotic spectral distribution of matrices $A_n$ arising from numerical discretizations of differential equations. Indeed, when the mesh fineness parameter $n$ tends to infinity, these matrices $A_n$ give rise to a sequence ${A_n}_n$, which often turns out to be a GLT sequence. In this paper, we extend the theory of GLT sequences in several directions: we show that every GLT sequence enjoys a normal form, we identify the spectral symbol of every GLT sequence formed by normal matrices, and we prove that, for every GLT sequence ${A_n}_n$ formed by normal matrices and every continuous function $f:\mathbb C\to\mathbb C$, the sequence ${f(A_n)}_n$ is again a GLT sequence whose spectral symbol is $f(\kappa)$, where $\kappa$ is the spectral symbol of ${A_n}_n$. In addition, using the theory of GLT sequences, we prove a spectral distribution result for perturbed normal matrices.