The extended global Lanczos method for matrix function approximation

DOI10.1553/etna_vol50s144zbMath1408.65018OpenAlexW2909698310MaRDI QIDQ1716855

M. El Ghomari, Carl Jagels, Abdeslem Hafid Bentbib, Lothar Reichel, Khalide Jbilou

Publication date: 5 February 2019

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

Full work available at URL: http://etna.mcs.kent.edu/volumes/2011-2020/vol50/abstract.php?vol=50&pages=129-143

zbMATH Keywords

Gauss quadrature ruleglobal Lanczos methodLaurent polynomialmatrix functionextended Krylov subspaceextended moment matching

Mathematics Subject Classification ID

Related Items (6)

Gauss-Laurent-type quadrature rules for the approximation of functionals of a nonsymmetric matrix ⋮ Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions ⋮ The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation ⋮ Orthogonal expansion of network functions ⋮ Shifted extended global Lanczos processes for trace estimation with application to network analysis ⋮ The extended symmetric block Lanczos method for matrix-valued Gauss-type quadrature rules

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