In April 2016 Manchester eScholar was replaced by the University of Manchester’s new Research Information Management System, Pure. In the autumn the University’s research outputs will be available to search and browse via a new Research Portal. Until then the University’s full publication record can be accessed via a temporary portal and the old eScholar content is available to search and browse via this archive.

Functions of Structured Matrices

Arslan, Bahar

[Thesis]. Manchester, UK: The University of Manchester; 2017.

Access to files

Abstract

The growing interest in computing structured matrix functions stems from the fact that preserving and exploiting the structure of matrices can help us gain physically meaningful solutions with less computational cost and memory requirement. The work presented here is divided into two parts. The first part deals with the computation of functions of structured matrices. The second part is concerned with the structured error analysis in the computation of matrix functions.We present algorithms applying the inverse scaling and squaring method and using the Schur-like form of the symplectic matrices as an alternative to the algorithms using the Schur decomposition to compute the logarithm of symplectic matrices. There are two main calculations in the inverse scaling and squaring method: taking a square root and evaluating the Padé approximants. Numerical experiments suggest that using the Schur-like form with the structure preserving iterations for the square root helps us to exploit the Hamiltonian structure of the logarithm of symplectic matrices.Some type of matrices are nearly structured. We discuss the conditions for using the nearest structured matrix to the nearly structured one by analysing the forward error bounds. Since the structure preserving algorithms for computing the functions of matrices provide advantages in terms of accuracy and data storage we suggest to compute the function of the nearest structured matrix. The analysis is applied to the nearly unitary, nearly Hermitian and nearly positive semi-definite matrices for the matrix logarithm, square root, exponential, cosine and sine functions.It is significant to investigate the effect of the structured perturbations in the sensitivity analysis of matrix functions. We study the structured condition number of matrix functions defined between smooth square matrix manifolds. We develop algorithms computing and estimating the structured condition number. We also present the lower and upper bounds on the structured condition number, which are cheaper to compute than the “exact” structured condition number. We observe that the lower bounds give a good estimation for the structured condition numbers. Comparing the structured and unstructured condition number reveals that they can differ by several orders of magnitude.Having discussed how to compute the structured condition number of matrix functions defined between smooth square matrix manifolds we apply the theory of structured condition numbers to the structured matrix factorizations. We measure the sensitivity of matrix factors to the structured perturbations for the structured polar decomposition, structured sign factorization and the generalized polar decomposition.Finally, we consider the unstructured perturbation analysis for the canonical generalized polar decomposition by using three different methods. Apart from theoretical aspect of the perturbation analysis, perturbation bounds obtained from these methods are compared numerically and our findings show an improvement on the sharpness of the perturbation bounds in the literature.

Bibliographic metadata

Type of resource:
Content type:
Form of thesis:
Type of submission:
Degree type:
Doctor of Philosophy
Degree programme:
PhD Mathematical Sciences
Publication date:
Location:
Manchester, UK
Total pages:
153
Abstract:
The growing interest in computing structured matrix functions stems from the fact that preserving and exploiting the structure of matrices can help us gain physically meaningful solutions with less computational cost and memory requirement. The work presented here is divided into two parts. The first part deals with the computation of functions of structured matrices. The second part is concerned with the structured error analysis in the computation of matrix functions.We present algorithms applying the inverse scaling and squaring method and using the Schur-like form of the symplectic matrices as an alternative to the algorithms using the Schur decomposition to compute the logarithm of symplectic matrices. There are two main calculations in the inverse scaling and squaring method: taking a square root and evaluating the Padé approximants. Numerical experiments suggest that using the Schur-like form with the structure preserving iterations for the square root helps us to exploit the Hamiltonian structure of the logarithm of symplectic matrices.Some type of matrices are nearly structured. We discuss the conditions for using the nearest structured matrix to the nearly structured one by analysing the forward error bounds. Since the structure preserving algorithms for computing the functions of matrices provide advantages in terms of accuracy and data storage we suggest to compute the function of the nearest structured matrix. The analysis is applied to the nearly unitary, nearly Hermitian and nearly positive semi-definite matrices for the matrix logarithm, square root, exponential, cosine and sine functions.It is significant to investigate the effect of the structured perturbations in the sensitivity analysis of matrix functions. We study the structured condition number of matrix functions defined between smooth square matrix manifolds. We develop algorithms computing and estimating the structured condition number. We also present the lower and upper bounds on the structured condition number, which are cheaper to compute than the “exact” structured condition number. We observe that the lower bounds give a good estimation for the structured condition numbers. Comparing the structured and unstructured condition number reveals that they can differ by several orders of magnitude.Having discussed how to compute the structured condition number of matrix functions defined between smooth square matrix manifolds we apply the theory of structured condition numbers to the structured matrix factorizations. We measure the sensitivity of matrix factors to the structured perturbations for the structured polar decomposition, structured sign factorization and the generalized polar decomposition.Finally, we consider the unstructured perturbation analysis for the canonical generalized polar decomposition by using three different methods. Apart from theoretical aspect of the perturbation analysis, perturbation bounds obtained from these methods are compared numerically and our findings show an improvement on the sharpness of the perturbation bounds in the literature.
Thesis main supervisor(s):
Thesis co-supervisor(s):
Language:
en

Institutional metadata

University researcher(s):

Record metadata

Manchester eScholar ID:
uk-ac-man-scw:306901
Created by:
Arslan, Bahar
Created:
14th January, 2017, 11:02:31
Last modified by:
Arslan, Bahar
Last modified:
3rd November, 2017, 11:17:23

Can we help?

The library chat service will be available from 11am-3pm Monday to Friday (excluding Bank Holidays). You can also email your enquiry to us.