Continuous analogues of matrix factorizations

Analogues of QR, LU, SVD, and Cholesky factorizations are proposed for problems in which the usual discrete matrix is replaced by a “quasimatrix,” continuous in one dimension, or a “cmatrix,” continuous in both dimensions. Applications include Chebfun and similar computations involving functions of...

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Main Authors: Townsend, A, Trefethen, L
Format: Report
Language:English
Published: 2014
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author Townsend, A
Trefethen, L
author_facet Townsend, A
Trefethen, L
author_sort Townsend, A
collection OXFORD
description Analogues of QR, LU, SVD, and Cholesky factorizations are proposed for problems in which the usual discrete matrix is replaced by a “quasimatrix,” continuous in one dimension, or a “cmatrix,” continuous in both dimensions. Applications include Chebfun and similar computations involving functions of one or two variables. Two challenges arise: the generalization of the notions of triangular structure and row and column pivoting to continuous variables (required in all cases except the SVD), and the convergence of the infinite series that define the cmatrix factorizations. The generalizations of the factorizations work out neatly, but mathematical questions remain about convergence of the series. For example, our theorem about existence of an LU factorization of a cmatrix (a convergent infinite series) requires the cmatrix to be analytic in a “stadium” region of the complex plane.
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spelling oxford-uuid:0cd77f2a-026e-48d7-aaf6-108c1f34c9452022-09-27T15:23:39ZContinuous analogues of matrix factorizationsReporthttp://purl.org/coar/resource_type/c_93fcuuid:0cd77f2a-026e-48d7-aaf6-108c1f34c945EnglishMathematical Institute - ePrints2014Townsend, ATrefethen, LAnalogues of QR, LU, SVD, and Cholesky factorizations are proposed for problems in which the usual discrete matrix is replaced by a “quasimatrix,” continuous in one dimension, or a “cmatrix,” continuous in both dimensions. Applications include Chebfun and similar computations involving functions of one or two variables. Two challenges arise: the generalization of the notions of triangular structure and row and column pivoting to continuous variables (required in all cases except the SVD), and the convergence of the infinite series that define the cmatrix factorizations. The generalizations of the factorizations work out neatly, but mathematical questions remain about convergence of the series. For example, our theorem about existence of an LU factorization of a cmatrix (a convergent infinite series) requires the cmatrix to be analytic in a “stadium” region of the complex plane.
spellingShingle Townsend, A
Trefethen, L
Continuous analogues of matrix factorizations
title Continuous analogues of matrix factorizations
title_full Continuous analogues of matrix factorizations
title_fullStr Continuous analogues of matrix factorizations
title_full_unstemmed Continuous analogues of matrix factorizations
title_short Continuous analogues of matrix factorizations
title_sort continuous analogues of matrix factorizations
work_keys_str_mv AT townsenda continuousanaloguesofmatrixfactorizations
AT trefethenl continuousanaloguesofmatrixfactorizations