The Radau--Lanczos Method for Matrix Functions

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2017 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Matrix Analysis and Applications, volume 38, pages 710-732 (issn: 0895-4798, eissn: 1095-7162,

Copyright policy )Funded by:DFG | unidentified

Authors: Andreas Frommer; Kathryn Lund; Marcel Schweitzer; Daniel B. Szyld;

doi: 10.1137/16m1072565 , 10.5281/zenodo.7665000 , 10.5281/zenodo.7664999

The Radau--Lanczos Method for Matrix Functions

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Abstract

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Keywords

Numerical computation of matrix exponential and similar matrix functions, convergence, Hermitian positive definite matrices, error bound, Gauss-Radau quadrature, Numerical quadrature and cubature formulas, restarted Lanczos method, matrix functions, Positive matrices and their generalizations; cones of matrices, Gaussian quadrature, Krylov subspace methods, numerical experiment, Hermitian, skew-Hermitian, and related matrices

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