Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices
zbMATH Open1190.65063MaRDI QIDQ964099FDOQ964099
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
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error estimatesGalerkin approximationKrylov subspacematrix functionsmonotone convergenceHermitian complex matrixspectral Lanczos decomposition method
Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Matrix exponential and similar functions of matrices (15A16)
Cited In (11)
- Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions
- A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices
- 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
- Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite 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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