The Lanczos algorithm and complex Gauss quadrature

DOI10.1553/ETNA_VOL50S1OpenAlexW2897523047WikidataQ129038630 ScholiaQ129038630MaRDI QIDQ1990909FDOQ1990909

Stefano Pozza, Zdeněk Strakoš, Miroslav S. Pranić

Publication date: 26 October 2018

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=1-19

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zbMATH Keywords

Gauss quadratureformal orthogonal polynomialsLanczos algorithmquasi-definite linear functionalsmatching momentscomplex Jacobi matrices

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Iterative numerical methods for linear systems (65F10) Algorithms for approximation of functions (65D15) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36)

Cites Work

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• An Implementation of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices
• Padé-type approximation and general orthogonal polynomials
• The diagonal of the Padé table and the approximation of the Weyl function of second-order difference operators
• On the partial realization problem
• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms, Part I
• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms. Part II
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• Beiträge zur Kenntnis des Biorthogonalisierungs-Algorithmus von Lanczos
• On certain methods for expanding the characteristic polynomial
• A generalized nonsymmetric Lanczos procedure
• Model reduction using the Vorobyev moment problem
• Estimation of u^Tƒ(A)v for large‐scale unsymmetric matrices
• Complex Jacobi matrices and quadrature rules
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• Preconditioning and the Conjugate Gradient Method in the Context of Solving PDEs

Cited In (16)

• Gauss-Laurent-type quadrature rules for the approximation of functionals of a nonsymmetric matrix
• Matrix functions in network analysis
• Optimal averaged Padé-type approximants
• Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method
• Functions and eigenvectors of partially known matrices with applications to network analysis
• Orthogonal expansion of network functions
• Computation of error bounds via generalized Gauss-Radau and Gauss-Lobatto rules
• Shifted extended global Lanczos processes for trace estimation with application to network analysis
• Generalized block anti-Gauss quadrature rules
• On generating Sobolev orthogonal polynomials
• Decompositions of optimal averaged Gauss quadrature rules
• \(C^1\) Lohner algorithm.
• The Gauss quadrature for general linear functionals, Lanczos algorithm, and minimal partial realization
• Error estimates for quadrature rules based on the Arnoldi process
• Sensitivity of the Lanczos recurrence to Gaussian quadrature data: how malignant can small weights be?
• A Lanczos-like method for non-autonomous linear ordinary differential equations

Uses Software

• mftoolbox
• blgaussexp

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