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

MaRDI QIDQ964099zbMATHFDO

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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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

(11)

• Computing \(f(A)b\) via least squares polynomial approximations
• On monotonicity of the Lanczos approximation to the matrix exponential
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• 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
• A comparison of limited-memory Krylov methods for Stieltjes functions of Hermitian matrices
• Fast random field generation with \(H\)-matrices
• Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices
• Approximate iterations for structured matrices
• Estimating the error in matrix function approximations
• A posteriori error estimates of Krylov subspace approximations to matrix functions

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