Premium
Rational Lanczos approximations to the matrix square root and related functions
Author(s) -
Moret Igor
Publication year - 2009
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.625
Subject(s) - lanczos resampling , mathematics , convergence (economics) , matrix (chemical analysis) , approximations of π , square root , lanczos algorithm , rational function , mathematical analysis , eigenvalues and eigenvectors , geometry , physics , materials science , quantum mechanics , economics , composite material , economic growth
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. Copyright © 2008 John Wiley & Sons, Ltd.