Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions (Q329011)
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| Language | Label | Description | Also known as |
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| English | Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions |
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Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions (English)
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21 October 2016
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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.
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matrix function
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Stieltjes function
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Krylov subspace approximation
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Lanczos method
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error estimates
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Gaussian quadrature
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Lanczos algorithm
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