Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices

zbMath1190.65063MaRDI QIDQ964099

Andreas Frommer

Publication date: 14 April 2010

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226548

zbMATH Keywords

error estimatesmonotone convergenceGalerkin approximationmatrix functionsKrylov subspaceHermitian complex matrixspectral Lanczos decomposition method

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Matrix exponential and similar functions of matrices (15A16)

Related Items (8)

Fast random field generation with \(H\)-matrices ⋮ Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices ⋮ Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions ⋮ Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions ⋮ Estimating the error in matrix function approximations ⋮ A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices ⋮ A new investigation of the extended Krylov subspace method for matrix function evaluations ⋮ A posteriori error estimates of Krylov subspace approximations to matrix functions

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