The extended global Lanczos method for matrix function approximation
In problems arising in network analysis, machine learning and electronic structure computation among others, there is a need to compute the trace of a large symmetric matrix. In the literature, the global Lanczos method or an extended Lanczos method is applied to compute the trace approximately. The present work describes an extended global Lanczos method and discusses properties of the corresponding Gauss-Laurent quadrature rules. Numerical illustrations are presented, showing that, while the (standard) global Lanczos method is faster, the new procedure requires fewer iterations.
- The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation
- Shifted extended global Lanczos processes for trace estimation with application to network analysis
- Estimating the trace of matrix functions with application to complex networks
- Extended nonsymmetric global Lanczos method for matrix function approximation
- Generalized averaged Gauss quadrature rules for the approximation of matrix functionals
- A new investigation of the extended Krylov subspace method for matrix function evaluations
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- Algebraic properties of the block GMRES and block Arnoldi methods
- Bounding matrix functionals via partial global block Lanczos decomposition
- Convergence properties of some block Krylov subspace methods for multiple linear systems
- Extended Arnoldi methods for large low-rank Sylvester matrix equations
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- Functions of Matrices
- GCV for Tikhonov regularization by partial SVD
- Global FOM and GMRES algorithms for matrix equations
- scientific article; zbMATH DE number 4048090 (Why is no real title available?)
- Numerical methods for electronic structure calculations of materials
- On some properties of the extended block and global Arnoldi methods with applications to model reduction
- Quadrature on the half-line and two-point Padé approximants to Stieltjes functions. I. Algebraic aspects
- The extended Krylov subspace method and orthogonal Laurent polynomials
- The trace ratio optimization problem
- Orthogonal expansion of network functions
- Shifted extended global Lanczos processes for trace estimation with application to network analysis
- The extended symmetric block Lanczos method for matrix-valued Gauss-type quadrature rules
- The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation
- Bounding matrix functionals via partial global block Lanczos decomposition
- Gauss-Laurent-type quadrature rules for the approximation of functionals of a nonsymmetric matrix
- Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions
- Computing trace of function of matrix
- scientific article; zbMATH DE number 4149448 (Why is no real title available?)
- A posteriori error estimate for computing \(\operatorname{tr}(f(A))\) by using the Lanczos method.
- Error Bounds for Lanczos-Based Matrix Function Approximation
- Extended nonsymmetric global Lanczos method for matrix function approximation
This page was built for publication: The extended global 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 Q1716855)
