Gauss-Arnoldi quadrature for $ \bigl\langle(zI-A)^{-1}\varphi,\,\varphi\bigr\rangle$ and rational Padé-type approximation for Markov-type functions (Q3600846)

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Gauss-Arnoldi quadrature for $ \bigl\langle(zI-A)^{-1}\varphi,\,\varphi\bigr\rangle$ and rational Padé-type approximation for Markov-type functions
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    Gauss-Arnoldi quadrature for $ \bigl\langle(zI-A)^{-1}\varphi,\,\varphi\bigr\rangle$ and rational Padé-type approximation for Markov-type functions (English)
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    5 February 2009
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    Arnoldi method
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    Padé approximant
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    numerical quadrature
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    Markov function
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    rational perturbation
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    normal operator
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    error bounds
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    Hilbert space
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    Hessenberg matrix
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    Ritz values
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    eigenvalues
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    Gauss-Arnoldi quadrature
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    Green's function
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    convergence
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    numerical experiments
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