Publication:
Matrices, moments and rational quadrature

dc.affiliation.dptoUC3M. Departamento de Matemáticases
dc.affiliation.grupoinvUC3M. Grupo de Investigación: Análisis Aplicadoes
dc.contributor.authorLópez Lagomasino, Guillermo
dc.contributor.authorReichel, Lothar
dc.contributor.authorWunderlich, Lena
dc.date.accessioned2010-01-05T09:47:34Z
dc.date.available2010-01-05T09:47:34Z
dc.date.issued2008-11
dc.description15 pages, no figures.-- MSC2000 code: 65D15.
dc.descriptionMR#: MR2456794 (2009h:65035)
dc.descriptionZbl#: Zbl pre05362059
dc.description.abstract^aMany problems in science and engineering require the evaluation of functionals of the form $$ F_u(A)=u^\ssf Tf(A)u $$, where A is a large symmetric matrix, u a vector, and f a nonlinear function. A popular and fairly inexpensive approach to determining upper and lower bounds for such functionals is based on first carrying out a few steps of the Lanczos procedure applied to A with initial vector u, and then evaluating pairs of Gauss and Gauss–Radau quadrature rules associated with the tridiagonal matrix determined by the Lanczos procedure. The present paper extends this approach to allow the use of rational Gauss quadrature rules.en
dc.description.statusPublicado
dc.format.mimetypeapplication/pdf
dc.identifier.bibliographicCitationLinear Algebra and its Applications, 2008, vol. 429, n. 10, p. 2540-2554
dc.identifier.doi10.1016/j.laa.2008.04.047
dc.identifier.issn0024-3795
dc.identifier.urihttps://hdl.handle.net/10016/6275
dc.language.isoeng
dc.publisherElsevier
dc.relation.publisherversionhttp://dx.doi.org/10.1016/j.laa.2008.04.047
dc.rights© Elsevier
dc.rights.accessRightsopen access
dc.subject.ecienciaMatemáticas
dc.subject.otherGauss quadrature
dc.subject.otherRational Gauss quadrature
dc.subject.otherLanczos process
dc.subject.otherError bounds
dc.titleMatrices, moments and rational quadrature
dc.typeresearch article*
dc.type.reviewPeerReviewed
dspace.entity.typePublication
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