Speaker: Prof. David Gleich
Dept. of Computer Science, Purdue University
The Power and Arnoldi Methods in an Algebra of Circulants
Circulant matrices play a central role in a recently proposed formulation of three-way data computations. In this setting, a three-way table corresponds to a matrix where each "scalar" is a vector of parameters defining a circulant. This interpretation provides many generalizations of results from matrix or vector-space algebra. We derive the power and Arnoldi methods in this algebra. In the course of our derivation, we define inner products, norms, and other notions. These extensions are straightforward in an algebraic sense, but the implications are dramatically different from the standard matrix case. For example, a matrix of circulants has a polynomial number of eigenvalues in its dimension; although, these can all be represented by a carefully chosen canonical set of eigenvalues and vectors. These results and algorithms are closely related to standard decoupling techniques on block-circulant matrices using the fast Fourier transform.