The Lanczos algorithm and complex Gauss quadrature

DOI10.1553/etna_vol50s1OpenAlexW2897523047WikidataQ129038630 ScholiaQ129038630MaRDI QIDQ1990909

Stefano Pozza, Zdeněk Strakoš, Miroslav S. Pranić

Publication date: 26 October 2018

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=1-19

zbMATH Keywords

formal orthogonal polynomialsGauss quadraturematching momentsLanczos algorithmquasi-definite linear functionalscomplex Jacobi matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36)

Related Items

The Gauss quadrature for general linear functionals, Lanczos algorithm, and minimal partial realization, Gauss-Laurent-type quadrature rules for the approximation of functionals of a nonsymmetric matrix, Matrix functions in network analysis, Decompositions of optimal averaged Gauss quadrature rules, Optimal averaged Padé-type approximants, On generating Sobolev orthogonal polynomials, A Lanczos-like method for non-autonomous linear ordinary differential equations, Functions and eigenvectors of partially known matrices with applications to network analysis, Orthogonal expansion of network functions, Computation of error bounds via generalized Gauss-Radau and Gauss-Lobatto rules, Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method, Shifted extended global Lanczos processes for trace estimation with application to network analysis, Generalized block anti-Gauss quadrature rules

Uses Software

• mftoolbox
• blgaussexp

Cites Work

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