Quantitative Estimates for the Finite Section Method

Abstract

The finite section method is a classical scheme to approximate the solution of an infinite system of linear equations. We present quantitative estimates for the rate of the convergence of the finite section method on weighted $\ell ^p$-spaces. Our approach uses recent results from the theory of Banach algebras of matrices with off-diagonal decay. Furthermore, we demonstrate that Banach algebra theory provides a natural framework for deriving a finite section method that is applicable to large classes of non-hermitian matrices. An example from digital communication illustrates the practical usefulness of the proposed theoretical framework.