The Radau--Lanczos Method for Matrix Functions

DOI10.1137/16M1072565zbMath1371.65042OpenAlexW2740668284WikidataQ115155992 ScholiaQ115155992MaRDI QIDQ5348226

Marcel Schweitzer, Kathryn Lund, Andreas Frommer, Daniel B. Szyld

Publication date: 14 August 2017

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1072565

zbMATH Keywords

convergenceerror boundGaussian quadraturenumerical experimentKrylov subspace methodsmatrix functionsHermitian positive definite matricesGauss-Radau quadraturerestarted Lanczos method

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical quadrature and cubature formulas (65D32) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (3)

New matrix function approximations and quadrature rules based on the Arnoldi process ⋮ Limited‐memory polynomial methods for large‐scale matrix functions ⋮ Block Krylov Subspace Methods for Functions of Matrices II: Modified Block FOM

Uses Software

• mftoolbox

Cites Work

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