Matrix computation and the theory of moments (Q2365226)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix computation and the theory of moments |
scientific article |
Statements
Matrix computation and the theory of moments (English)
0 references
10 July 1997
0 references
There is a strong connection between the theory of moments, Gauss quadrature, orthogonal polynomials, the conjugate gradient method, and the Lanczos process. The author explores these connections in order to obtain bounds for various matrix functions which arise in applications. Further, he discusses the effect of rounding error in the quadrature calculation.
0 references
computation of matrix functions
0 references
quadrature rules
0 references
theory of moments
0 references
Gauss quadrature
0 references
orthogonal polynomials
0 references
conjugate gradient method
0 references
rounding error
0 references
