Stability of the Lanczos Method for Matrix Function Approximation

zbMath1406.65032arXiv1708.07788MaRDI QIDQ4607994

Christopher Musco, Cameron Musco, Aaron Sidford

Publication date: 15 March 2018

Full work available at URL: https://arxiv.org/abs/1708.07788

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (13)

Randomized numerical linear algebra: Foundations and algorithms ⋮ Computation of generalized matrix functions with rational Krylov methods ⋮ Krylov-Aware Stochastic Trace Estimation ⋮ Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation ⋮ Stability of the Lanczos algorithm on matrices with regular spectral distributions ⋮ Speeding Up Krylov Subspace Methods for Computing \(\boldsymbol{{f}(A){b}}\) via Randomization ⋮ Hardness Results for Structured Linear Systems ⋮ Principal component projection with low-degree polynomials ⋮ Near-optimal stochastic approximation for online principal component estimation ⋮ Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions ⋮ On uniform connectivity of algebraic matrix sets ⋮ Unnamed Item ⋮ Error Bounds for Lanczos-Based Matrix Function Approximation

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