The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation

DOI10.1016/j.cam.2020.113027zbMath1485.65053OpenAlexW3033492890WikidataQ114202052 ScholiaQ114202052MaRDI QIDQ2195917

Carl Jagels, Khalide Jbilou, Lothar Reichel

Publication date: 28 August 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.113027

zbMATH Keywords

error estimateserror boundsmatrix function approximationextended global Lanczos algorithmextended Lanczos algorithmGauss-Laurent quadraturetrace computation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Determinants, permanents, traces, other special matrix functions (15A15) Numerical quadrature and cubature formulas (65D32) Numerical linear algebra (65F99) 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 ⋮ 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

Uses Software

• OPQ
• mftoolbox
• sgcen

Cites Work

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