The extended global Lanczos method for matrix function approximation
نویسندگان
چکیده
منابع مشابه
Stability of the Lanczos Method for Matrix Function Approximation
Theoretically elegant and ubiquitous in practice, the Lanczos method can approximate f(A)x for any symmetric matrix A ∈ R, vector x ∈ R, and function f . In exact arithmetic, the method’s error after k iterations is bounded by the error of the best degree-k polynomial uniformly approximating the scalar function f(x) on the range [λmin(A), λmax(A)]. However, despite decades of work, it has been ...
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ژورنال
عنوان ژورنال: ETNA - Electronic Transactions on Numerical Analysis
سال: 2019
ISSN: 1068-9613,1068-9613
DOI: 10.1553/etna_vol50s144