Decay bounds for the numerical quasiseparable preservation in matrix functions

Abstract

Given matrices $A$ and $B$ such that $B=f(A)$, where $f(z)$ is a holomorphic function, we analyze the relation between the singular values of the off-diagonal submatrices of $A$ and $B$. We provide family of bounds which depend on the interplay between the spectrum of the argument $A$ and the singularities of the function. In particular, these bounds guarantee the numerical preservation of quasiseparable structures under mild hypotheses. We extend the Dunford-Cauchy integral formula to the case in which some poles are contained inside the contour of integration. We use this tool together with the technology of hierarchical matrices ($\mathcal H$-matrices) for the effective computation of matrix functions with quasiseparable arguments.