Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions

DOI10.1007/S10543-015-0596-3zbMath1353.65038OpenAlexW2302061485MaRDI QIDQ329011

Marcel Schweitzer, Andreas Frommer

Publication date: 21 October 2016

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-015-0596-3

zbMATH Keywords

error estimatesLanczos methodGaussian quadratureLanczos algorithmmatrix functionKrylov subspace approximationStieltjes function

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Numerical quadrature and cubature formulas (65D32) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (8)

Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions ⋮ The Radau--Lanczos Method for Matrix Functions ⋮ Limited‐memory polynomial methods for large‐scale matrix functions ⋮ Krylov-Aware Stochastic Trace Estimation ⋮ Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation ⋮ Estimating the error in matrix function approximations ⋮ Enhanced matrix function approximation ⋮ Error Bounds for Lanczos-Based Matrix Function Approximation

Uses Software

• OPQ
• mftoolbox

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