Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices

MaRDI QIDQ964099zbMATH OpenFDO

Authors Andreas Frommer

Publication date 14 April 2010

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/226548, http://www.emis.de/journals/ETNA/vol.35.2009/pp118-128.dir/pp118-128.pdf

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zbMATH Keywords

error estimatesGalerkin approximationKrylov subspacematrix functionsmonotone convergenceHermitian complex matrixspectral Lanczos decomposition method

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Matrix exponential and similar functions of matrices (15A16)

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Cited in

(12)

• Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• Fast random field generation with \(H\)-matrices
• Computing f(A)b via least squares polynomial approximations
• Approximate iterations for structured matrices
• Monotonicity, bounds and acceleration of block Gauss and Gauss-Radau quadrature for computing B^T (A)B
• Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices
• A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices
• On monotonicity of the Lanczos approximation to the matrix exponential
• Estimating the error in matrix function approximations
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• A posteriori error estimates of Krylov subspace approximations to matrix functions

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