Matrices, moments and rational quadrature

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Show simple item record López Lagomasino, Guillermo Reichel, Lothar Wunderlich, Lena 2010-01-05T09:47:34Z 2010-01-05T09:47:34Z 2008-11
dc.identifier.bibliographicCitation Linear Algebra and its Applications, 2008, vol. 429, n. 10, p. 2540-2554
dc.identifier.issn 0024-3795
dc.description 15 pages, no figures.-- MSC2000 code: 65D15.
dc.description MR#: MR2456794 (2009h:65035)
dc.description Zbl#: 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.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Elsevier
dc.rights © Elsevier
dc.subject.other Gauss quadrature
dc.subject.other Rational Gauss quadrature
dc.subject.other Lanczos process
dc.subject.other Error bounds
dc.title Matrices, moments and rational quadrature
dc.type article PeerReviewed
dc.description.status Publicado
dc.subject.eciencia Matemáticas
dc.identifier.doi 10.1016/j.laa.2008.04.047
dc.rights.accessRights openAccess
dc.affiliation.dpto UC3M. Departamento de Matemáticas
dc.affiliation.grupoinv UC3M. Grupo de Investigación: Análisis Aplicado
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