Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions (Q329011): Difference between revisions

The authors use the integral representation of the error for Stieltjes functions to derive methods for computing error bounds for Lanczos approximations. They give a detailed description of the Lanczos algorithm with computation of error bounds. They also comment on extensions of the developed techniques to the non-Hermitian case.