2-Norm Error Bounds and Estimates for Lanczos Approximations to Linear Systems and Rational Matrix Functions

DOI10.1137/110859749zbMath1283.65020arXiv1204.5052OpenAlexW3098944298MaRDI QIDQ2866223

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Publication date: 13 December 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.5052

zbMATH Keywords

error estimateserror boundsconjugate gradient methodGauss quadraturenumerical experimentpositive definite matrixLanczos processrational matrix functionsmultishift CG

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (7)

Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions ⋮ An inexact shift‐and‐invert Arnoldi algorithm for Toeplitz matrix exponential ⋮ Krylov-Aware Stochastic Trace Estimation ⋮ A New ParaDiag Time-Parallel Time Integration Method ⋮ Sharp 2-Norm Error Bounds for LSQR and the Conjugate Gradient Method ⋮ Euclidean-Norm Error Bounds for SYMMLQ and CG ⋮ Error Bounds for Lanczos-Based Matrix Function Approximation

Uses Software

• SparseMatrix

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