Tensor properties of multilevel Toeplitz and related matrices |
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Authors: | Vadim Olshevsky Ivan Oseledets |
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Institution: | a Department of Mathematics, University of Connecticut, 196 Auditorium Road, Storrs, CT 06269-3009, USA b Institute of Numerical Mathematics, Russian Academy of Sciences, Gubkina Street, 8, Moscow 119991, Russia |
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Abstract: | A general proposal is presented for fast algorithms for multilevel structured matrices. It is based on investigation of their tensor properties and develops the idea recently introduced by Kamm and Nagy in the block Toeplitz case. We show that tensor properties of multilevel Toeplitz matrices are related to separation of variables in the corresponding symbol, present analytical tools to study the latter, expose truncation algorithms preserving the structure, and report on some numerical results confirming advantages of the proposal. |
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Keywords: | 15A12 65F10 65F15 |
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