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

Determinants, permanents, traces, other special matrix functions (15A15) Other special orthogonal polynomials and functions (33C47) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items

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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