A. H. Bentbib,
M. El Ghomari,
C. Jagels,
K. Jbilou,
L. Reichel
S. 144 - 163
doi:
10.1553/etna_vol50s144
Verlag der Österreichischen Akademie der Wissenschaften
doi:
10.1553/etna_vol50s144
Abstract:
The need to compute the trace of a large matrix that is not explicitly known, such as the matrix exp(A), where A is a large symmetric matrix, arises in various applications including in network analysis. The global Lanczos method is a block method that can be applied to compute an approximation of the trace. When the block size is one, this method simplifies to the standard Lanczos method. It is known that for some matrix functions and matrices, the extended Lanczos method, which uses subspaces with both positive and negative powers of A, can give faster convergence than the standard Lanczos method, which uses subspaces with nonnegative powers of A only. This suggests that it may be beneficial to use an extended global Lanczos method instead of the (standard) global Lanczos method. This paper describes an extended global Lanczos method and discusses properties of the associated Gauss-Laurent quadrature rules. Computed examples that illustrate the performance of the extended global Lanczos method are presented.
extended Krylov subspace, extended moment matching, Laurent polynomial, global Lanczos method, matrix function, Gauss quadrature rule
Published Online:
2019/01/14 10:18:41
Object Identifier:
0xc1aa5576 0x003a33d0
Rights:All rights reserved.For questions regarding copyright and copies please contact us by email.
Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.
…
Home
Order
Print
References
Share
