Splitting Methods for Computing Matrix Functions (Elements) Based on Non-Zero Diagonals Positions (2408.04128v1)

Abstract: In applications, we often need to compute functions of matrices, such as banded matrices, the Kronecker sum of banded matrices, Toeplitz matrices, and many other types, which all share the common feature that their non-zero elements are concentrated around certain diagonals. We approximate matrix functions by considering the positions of non-zero diagonals in the original matrix. Focusing on non-zero diagonals provides us with simple algorithms to be used as tools to reduce complexity of other algorithms for computing matrix functions. Here, we first establish a decay bound for elements of matrix functions using the non-zero diagonals. Then, we develop methods that involve dividing the problem of computing matrix functions into functions of some submatrices of the original matrix. The size of these submatrices depends on the positions and number of non-zero diagonals in a monomial of the original matrix, ranging from degree zero to a given degree. For Toeplitz matrices, we demonstrate that our method turns to a simpler algorithm and works more efficiently. The convergence analysis of our proposed methods is conducted by establishing connections to the best polynomial approximation. When only specific elements or the trace of matrix functions are required, we derive submatrices from the original matrix based solely on the indices of the elements of interest. Additionally, for the special case of banded-symmetric Toeplitz matrices, we derive an approximation for elements of matrix functions with geometrically reducing error, using closed-form formulas that depend solely on the indices of the elements.