A posteriori error bounds for the block-Lanczos method for matrix function approximation

DOI10.1007/S11075-024-01819-7MaRDI QIDQ6664396FDOQ6664396

Authors: Qichen Xu, Tyler Chen 

Publication date: 16 January 2025

Published in: Numerical Algorithms (Search for Journal in Brave)

Recommendations

• Error Bounds for Lanczos-Based Matrix Function Approximation
• Evaluation of matrix functions with the block Lanczos algorithm
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• 2-norm error bounds and estimates for Lanczos approximations to linear systems and rational matrix functions
• A computable error bound for matrix functionals

zbMATH Keywords

error boundsmatrix functionblock algorithm

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites Work

• Title not available (Why is that?)
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• Error Bounds for Lanczos-Based Matrix Function Approximation
• Some large-scale matrix computation problems
• The block conjugate gradient algorithm and related methods
• An adaptive rational block Lanczos-type algorithm for model reduction of large scale dynamical systems
• A restarted Lanczos approximation to functions of a symmetric matrix
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
• On the real convergence rate of the conjugate gradient method
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
• Computation of a few Lyapunov exponents for continuous and discrete dynamical systems
• Estimating the error in matrix function approximations
• 2-norm error bounds and estimates for Lanczos approximations to linear systems and rational matrix functions
• Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
• Two polynomial methods of calculating functions of symmetric matrices
• On error estimation in the conjugate gradient method and why it works in finite precision computations
• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• Title not available (Why is that?)
• Stability of the Lanczos method for matrix function approximation
• Approximating the extreme Ritz values and upper bounds for the \(A\)-norm of the error in CG
• Block Krylov subspace methods for functions of matrices
• Block Krylov subspace methods for functions of matrices. II: Modified block FOM
• Error bounds in the simple Lanczos procedure for computing functions of symmetric matrices and eigenvalues
• Estimating the diagonal of matrix functions
• Accurate error estimation in CG
• Euclidean-norm error bounds for SYMMLQ and CG
• Krylov-Aware Stochastic Trace Estimation
• Hutch++: Optimal Stochastic Trace Estimation

This page was built for publication: A posteriori error bounds for the block-Lanczos method for matrix function approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664396)