We consider restricted rational Lanczos approximations to matrix functions representable by some integral forms. A convergence analysis that stresses the effectiveness of the proposed method is developed. Error estimates are derived. Numerical experiments are presented.
Rational Lanczos approximations to the matrix square root and related functions
MORET, IGOR
2009-01-01
Abstract
We consider restricted rational Lanczos approximations to matrix functions representable by some integral forms. A convergence analysis that stresses the effectiveness of the proposed method is developed. Error estimates are derived. Numerical experiments are presented.File in questo prodotto:
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