The structure of matrices in rational Gauss quadrature
Open Access
- 9 April 2013
- journal article
- Published by American Mathematical Society (AMS) in Mathematics of Computation
- Vol. 82 (284), 2035-2060
- https://doi.org/10.1090/s0025-5718-2013-02695-6
Abstract
This paper is concerned with the approximation of matrix functionals defined by a large, sparse or structured, symmetric definite matrix. These functionals are Stieltjes integrals with a measure supported on a compact real interval. Rational Gauss quadrature rules that are designed to exactly integrate Laurent polynomials with a fixed pole in the vicinity of the support of the measure may yield better approximations of these functionals than standard Gauss quadrature rules with the same number of nodes. Therefore it can be attractive to approximate matrix functionals by these rational Gauss rules. We describe the structure of the matrices associated with these quadrature rules, derive remainder terms, and discuss computational aspects. Also discussed are rational Gauss-Radau rules and the applicability of pairs of rational Gauss and Gauss-Radau rules to computing lower and upper bounds for certain matrix functionals.This publication has 17 references indexed in Scilit:
- Orthogonality and recurrence for ordered Laurent polynomial sequencesJournal of Computational and Applied Mathematics, 2010
- Recursion relations for the extended Krylov subspace methodLinear Algebra and its Applications, 2010
- Quadrature rule-based bounds for functions of adjacency matricesLinear Algebra and its Applications, 2010
- The extended Krylov subspace method and orthogonal Laurent polynomialsLinear Algebra and its Applications, 2009
- Solution of Large Scale Evolutionary Problems Using Rational Krylov Subspaces with Optimized ShiftsSIAM Journal on Scientific Computing, 2009
- Error Estimates and Evaluation of Matrix Functions via the Faber TransformSIAM Journal on Numerical Analysis, 2009
- Matrices, moments, and rational quadratureLinear Algebra and its Applications, 2008
- Numerical approximation of the product of the square root of a matrix with a vectorLinear Algebra and its Applications, 2000
- Orthogonal Laurent polynomials and strong moment theory: a surveyJournal of Computational and Applied Mathematics, 1999
- Some large-scale matrix computation problemsJournal of Computational and Applied Mathematics, 1996