Gauss-Arnoldi quadrature for \bigl\langle(zI-A)^{-1}\varphi,\,\varphi\bigr\rangle and rational Padé-type approximation for Markov-type functions

DOI10.1070/SM2008V199N02ABEH003915MaRDI QIDQ3600846zbMATH OpenFDO

Authors L. A. Knizhnerman

Publication date 5 February 2009

Published in Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/SM2008V199N02ABEH003915

zbMATH Keywords

Arnoldi methodconvergenceeigenvalueserror boundsGauss-Arnoldi quadratureGreen's functionHessenberg matrixHilbert spaceMarkov functionnormal operatornumerical experimentsnumerical quadraturePadé approximantrational perturbationRitz values

Mathematics Subject Classification ID

Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Padé approximation (41A21) Equations and inequalities involving linear operators, with vector unknowns (47A50) Algorithms for approximation of functions (65D15) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to equations with linear operators (65J10)

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Cited in

(1)

• Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions

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