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ERROR ESTIMATES AND EVALUATION OF MATRIX FUNCTIONS VIA THE FABER TRANSFORM

机译:通过光纤变换估算矩阵函数的误差

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摘要

The need to evaluate expressions of the form f(A) or f(A)b, where f is a nonlinear function, A is a large sparse n x n matrix, and b is an n-vector, arises in many applications. This paper describes how the Faber transform applied to the field of values of Lambda can be used to determine improved error bounds for popular polynomial approximation methods based on the Arnoldi process. Applications of the Faber transform to rational approximation methods and, in particular, to the rational Arnoldi process also are discussed.
机译:在许多应用中都需要评估形式为f(A)或f(A)b的表达式,其中f是非线性函数,A是大的稀疏n x n矩阵,b是n向量。本文介绍了如何将应用到Lambda值字段的Faber变换用于确定基于Arnoldi过程的流行多项式逼近方法的改进误差范围。还讨论了Faber变换在有理逼近方法,尤其是有理Arnoldi过程中的应用。

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