The structure of matrices in rational Gauss quadrature

DOI10.1090/S0025-5718-2013-02695-6zbMath1345.65015OpenAlexW2089706269MaRDI QIDQ5326501

Carl Jagels, Lothar Reichel

Publication date: 6 August 2013

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-2013-02695-6

zbMATH Keywords

Stieltjes integralsextended Krylov subspace methodmatrix functionallarge sparse matricesrecursion relationorthogonal Laurent polynomialrational Gauss quadratureGauss-Radau rules

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (8)

Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices ⋮ A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching ⋮ 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 ⋮ The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation ⋮ Shifted extended global Lanczos processes for trace estimation with application to network analysis ⋮ Functions of rational Krylov space matrices and their decay properties ⋮ On the computation of Gauss quadrature rules for measures with a monomial denominator

Uses Software

• OPQ
• mftoolbox

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