Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices (Q964099): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Import IPFS CIDs |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / IPFS content identifier | |||
| Property / IPFS content identifier: bafkreia2rsxwvr3gwgkud5dbrlc4gxwlli5s2xeyadolwhascqqdie3kka / rank | |||
Normal rank | |||
Latest revision as of 10:24, 22 February 2025
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices |
scientific article |
Statements
Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices (English)
0 references
14 April 2010
0 references
The author proposes a method for computing \(f(A)b\), where \(b\) is an \(n\)-dimensional complex vector, \(f(A)\) a matrix function and \(A\) an \(n \times n\) Hermitian complex matrix. The value \(f(A)b\) is approximated by evaluating the matrix function on a Krylov subspace, via the spectral Lanczos decomposition method.
0 references
matrix functions
0 references
Galerkin approximation
0 references
monotone convergence
0 references
error estimates
0 references
Hermitian complex matrix
0 references
Krylov subspace
0 references
spectral Lanczos decomposition method
0 references
