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

DOI10.1007/S11075-024-01819-7MaRDI QIDQ6664396zbMATH OpenFDO

Authors Qichen Xu, Tyler Chen

Publication date 16 January 2025

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11075-024-01819-7

zbMATH Keywords

block algorithmerror boundsmatrix function

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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Cites work

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• A restarted Lanczos approximation to functions of a symmetric matrix
• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• Accurate error estimation in CG
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• 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
• Computation of a few Lyapunov exponents for continuous and discrete dynamical systems
• Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
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• Estimating the error in matrix function approximations
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• scientific article; zbMATH DE number 3633705 (Why is no real title available?)
• scientific article; zbMATH DE number 1049350 (Why is no real title available?)
• Hutch++: Optimal Stochastic Trace Estimation
• Krylov-Aware Stochastic Trace Estimation
• Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
• On error estimation in the conjugate gradient method and why it works in finite precision computations
• On the real convergence rate of the conjugate gradient method
• Some large-scale matrix computation problems
• Stability of the Lanczos method for matrix function approximation
• Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
• The block conjugate gradient algorithm and related methods
• Two polynomial methods of calculating functions of symmetric matrices

Cited in

(3)

• Monotonicity, bounds and acceleration of block Gauss and Gauss-Radau quadrature for computing B^T (A)B
• Preconditioning without a preconditioner using randomized block Krylov subspace methods
• Error formulas for block rational Krylov approximations of matrix functions

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