Mathematics – Numerical Analysis
Scientific paper
2005-12-20
Mathematics
Numerical Analysis
Scientific paper
multiplication operator on a Hilbert space may be approximated with finite sections by choosing an orthonormal basis of the Hilbert space. Nonzero multiplication operators on $L^2$ spaces of functions are never compact and then such approximations cannot converge in the norm topology. Instead, we consider how well the spectra of the finite sections approximate the spectrum of the multiplication operator whose expression is simply given by the essential range of the symbol (i.e. the multiplier). We discuss the case of real orthogonal polynomial bases and the relations with the classical Fourier basis whose choice leads to well studied Toeplitz case. The use of circulant approximations leads to constructive algorithms working for the separable multivariate and matrix-valued cases as well.
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