Generalized rational Krylov decompositions with an application to rational approximation

M Berljafa, S Güttel - SIAM Journal on Matrix Analysis and Applications, 2015 - SIAM
Generalized rational Krylov decompositions are matrix relations which, under certain
conditions, are associated with rational Krylov spaces. We study the algebraic properties of …

Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods

M Benzi, M Rinelli, I Simunec - Numerische Mathematik, 2023 - Springer
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 …

Rational Gauss quadrature rules for the approximation of matrix functionals involving Stieltjes functions

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 …

The short-term rational Lanczos method and applications

D Palitta, S Pozza, V Simoncini - SIAM Journal on Scientific Computing, 2022 - SIAM
Rational Krylov subspaces have become a reference tool in dimension reduction
procedures for several application problems. When data matrices are symmetric, a short …

[图书][B] Rational Krylov decompositions: Theory and applications

M Berljafa - 2017 - search.proquest.com
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 …

Approximation of Matrix Functions Arising in Physics and Network Science: Theoretical and Computational Aspects

M Rinelli - 2024 - ricerca.sns.it
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 …

Pole Allocation for Rational Gauss Quadrature Rules for Matrix Functionals Defined by a Stieltjes Function

J Alahmadi, M Pranić, L Reichel - Axioms, 2023 - mdpi.com
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 …

Algorithm 973: extended rational Fejér quadrature rules based on Chebyshev orthogonal rational functions

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 …

Convergence rates for inverse-free rational approximation of matrix functions

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 …

Gauss–Laurent-type quadrature rules for the approximation of functionals of a nonsymmetric matrix

J Alahmadi, H Alqahtani, MS Pranić, L Reichel - Numerical Algorithms, 2021 - Springer
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 …