Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices (Q964099)
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scientific article; zbMATH DE number 5692963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices |
scientific article; zbMATH DE number 5692963 |
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Monotone convergence of the Lanczos approximations to matrix functions of Hermitian matrices (English)
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14 April 2010
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The author proposes a method for computing \(f(A)b\), where \(b\) is an \(n\)-dimensional complex vector, \(f(A)\) a matrix function and \(A\) an \(n \times n\) Hermitian complex matrix. The value \(f(A)b\) is approximated by evaluating the matrix function on a Krylov subspace, via the spectral Lanczos decomposition method.
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matrix functions
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Galerkin approximation
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monotone convergence
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error estimates
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Hermitian complex matrix
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Krylov subspace
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spectral Lanczos decomposition method
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