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Enhanced matrix function approximation
dc.creator | Eshghi, Nasim | |
dc.creator | Reichel, Lothar | |
dc.creator | Spalević, Miodrag | |
dc.date.accessioned | 2022-09-19T18:21:19Z | |
dc.date.available | 2022-09-19T18:21:19Z | |
dc.date.issued | 2017 | |
dc.identifier.issn | 1068-9613 | |
dc.identifier.uri | https://machinery.mas.bg.ac.rs/handle/123456789/2731 | |
dc.description.abstract | Matrix functions of the form f (A) v, where A is a large symmetric matrix, f is a function, and v not equal 0 is a vector, are commonly approximated by first applying a few, say n, steps of the symmetric Lanczos process to A with the initial vector v in order to determine an orthogonal section of A. The latter is represented by a (small) n x n tridiagonal matrix to which f is applied. This approach uses the n first Lanczos vectors provided by the Lanczos process. However, n steps of the Lanczos process yield n + 1 Lanczos vectors. This paper discusses how the (n + 1) st Lanczos vector can be used to improve the quality of the computed approximation of f (A) v. Also the approximation of expressions of the form v(T) f (A) v is considered. | en |
dc.publisher | Kent State University | |
dc.relation | info:eu-repo/grantAgreement/MESTD/Basic Research (BR or ON)/174002/RS// | |
dc.relation | NSF grant DMS-1720259 | |
dc.relation | NSF grant DMS-1729509 | |
dc.rights | restrictedAccess | |
dc.source | Electronic Transactions on Numerical Analysis | |
dc.subject | symmetric Lanczos process | en |
dc.subject | matrix function | en |
dc.subject | Gauss quadrature | en |
dc.title | Enhanced matrix function approximation | en |
dc.type | article | |
dc.rights.license | ARR | |
dc.citation.epage | 205 | |
dc.citation.other | 47: 197-205 | |
dc.citation.rank | M22 | |
dc.citation.spage | 197 | |
dc.citation.volume | 47 | |
dc.identifier.rcub | https://hdl.handle.net/21.15107/rcub_machinery_2731 | |
dc.identifier.scopus | 2-s2.0-85040579183 | |
dc.identifier.wos | 000424522500011 | |
dc.type.version | publishedVersion |
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