The simple Lanczos procedure: Estimates of the error of the Gauss quadrature formula and their applications

zbMath0915.65020MaRDI QIDQ1264691

L. A. Knizhnerman

Publication date: 22 April 1999

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

numerical exampleerror estimatesLanczos methodconjugate gradient methodGauss-type quadrature formulaChebyshev recurrence relations

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Remainders in approximation formulas (41A80)

Related Items (3)

Krylov-Aware Stochastic Trace Estimation ⋮ Stability of the Lanczos algorithm on matrices with regular spectral distributions ⋮ Application of the difference Gaussian rules to solution of hyperbolic problems. II: Global expansion

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