On the rational approximation of Markov functions, with applications to the computation of Markov functions of Toeplitz matrices
DOI10.1007/s11075-022-01256-4zbMath1497.65081arXiv2106.05098OpenAlexW4226145158WikidataQ114224286 ScholiaQ114224286MaRDI QIDQ2163448
Publication date: 10 August 2022
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.05098
rational interpolationMarkov functionToeplitz matricesmatrix functionpositive Thiele continued fractions
Toeplitz, Cauchy, and related matrices (15B05) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
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