We consider the problem of approximating the von Neumann entropy of a large, sparse, symmetric positive semidefinite matrix A, defined as tr (f (A)) where f (x)=-x log x. After …
J Alahmadi, M Pranić, L Reichel - Numerische Mathematik, 2022 - Springer
This paper is concerned with computing approximations of matrix functionals of the form F (A):= v T f (A) v, where A is a large symmetric positive definite matrix, v is a vector, and f is a …
Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short …
Numerical methods based on rational Krylov spaces have become an indispensable tool of scientific computing. In this thesis we study rational Krylov spaces by considering rational …
Many applications in physics and network science require the computation of quantities related to certain matrix functions. In many cases, a straightforward way to proceed is by …
This paper considers the computation of approximations of matrix functionals of form F (A):= v T f (A) v, where A is a large symmetric positive definite matrix, v is a vector, and f is a …
K Deckers, A Mougaida, H Belhadjsalah - ACM Transactions on …, 2017 - dl.acm.org
We present a numerical procedure to approximate integrals of the form∫ baf (x) dx, where f is a function with singularities close to, but outside the interval [a, b], with−∞⊠ a< b⊠+∞. The …
C Jagels, T Mach, L Reichel, R Vandebril - Linear Algebra and its …, 2016 - Elsevier
This article deduces geometric convergence rates for approximating matrix functions via inverse-free rational Krylov methods. In applications one frequently encounters matrix …
This paper is concerned with the approximation of matrix functionals of the form w T f (A) v, where A∈ ℝ n× n A∈R^n*n is a large nonsymmetric matrix, w, v∈ ℝ nw,v∈R^n, and f is a …