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Algorithms for Square Root of Semi-Infinite Quasi-Toeplitz M-Matrices

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Abstract

A quasi-Toeplitz M-matrix A is an infinite M-matrix that can be written as the sum of a semi-infinite Toeplitz matrix and a correction matrix. This paper is concerned with computing the square root of invertible quasi-Toeplitz M-matrices which preserves the quasi-Toeplitz structure. We show that the Toeplitz part of the square root can be easily computed through evaluation/interpolation. This advantage allows us to propose algorithms solely for the computation of correction part, whence we propose a fixed-point iteration and a structure-preserving doubling algorithm. Additionally, we show that the correction part can be approximated by solving a nonlinear matrix equation with coefficients of finite size followed by extending the solution to infinity. Numerical experiments showing the efficiency of the proposed algorithms are performed.

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Data Availability

All data used in the manuscript is numerically generated using MATLAB. The MATLAB source code used to generate the numerical results is available at https://github.com/JieMeng00/structured_sqrtm_square_root_m-matrices.

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Acknowledgements

The authors wish to thank the anonymous referees for providing useful comments that helped to improve this presentation.

Funding

The work of the first author was partly supported by the National Natural Science Foundation of China under grant Nos. 12001262, 12371379, 12361080 and by Jiangxi Provincial Natural Science Foundation under grant No. 20224BAB211006. The work of the third author was partly supported by the National Natural Science Foundation of China under grant No. 12201591 and Qingdao Natural Science Foundation under project 23-2-1-158-zyyd-jch.

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Chen, H., Kim, HM. & Meng, J. Algorithms for Square Root of Semi-Infinite Quasi-Toeplitz M-Matrices. J Sci Comput 99, 66 (2024). https://doi.org/10.1007/s10915-024-02491-8

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