Gauss-Arnoldi quadrature for $ \bigl\langle(zI-A)^{-1}\varphi,\,\varphi\bigr\rangle$ and rational Padé-type approximation for Markov-type functions
DOI10.1070/SM2008v199n02ABEH003915zbMath1161.65011MaRDI QIDQ3600846
Publication date: 5 February 2009
Published in: Sbornik: Mathematics (Search for Journal in Brave)
convergenceGreen's functioneigenvaluesHilbert spacenumerical experimentserror boundsnumerical quadratureMarkov functionRitz valuesArnoldi methodnormal operatorPadé approximantHessenberg matrixGauss-Arnoldi quadraturerational perturbation
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Padé approximation (41A21) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Numerical solutions to equations with linear operators (65J10) Equations and inequalities involving linear operators, with vector unknowns (47A50) Algorithms for approximation of functions (65D15)