The extended global Lanczos method for matrix function approximation

DOI10.1553/ETNA_VOL50S144MaRDI QIDQ1716855zbMATH OpenOpenAlexFDO

Authors M. El Ghomari, Abdeslem H. Bentbib, Carl Jagels, Khalide Jbilou, Lothar Reichel

Publication date 5 February 2019

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

Full work available at URL http://etna.mcs.kent.edu/volumes/2011-2020/vol50/abstract.php?vol=50&pages=129-143

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zbMATH Keywords

Laurent polynomialmatrix functionGauss quadrature ruleextended Krylov subspaceextended moment matchingglobal Lanczos method

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Other special orthogonal polynomials and functions (33C47) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Cites work

• scientific article; zbMATH DE number 4048090 (Why is no real title available?)
• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• 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
• 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

Cited in

(12)

• 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
• Shifted extended global Lanczos processes for trace estimation with application to network analysis
• 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
• Orthogonal expansion of network functions
• The extended global Lanczos method, Gauss-Radau quadrature, and matrix function approximation
• Computing trace of function of matrix
• scientific article; zbMATH DE number 4149448 (Why is no real title available?)
• The extended symmetric block Lanczos method for matrix-valued Gauss-type quadrature rules
• Bounding matrix functionals via partial global block Lanczos decomposition

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