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Analytic Bounds for Diagonal Elements of Functions of Matrices

  • Gérard MeurantEmail author
Chapter
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Part of the Computational Methods in Applied Sciences book series (COMPUTMETHODS, volume 15)

Abstract

This paper is concerned with computing analytic lower and upper bounds for diagonal elements of f(A) where Ais a real symmetric matrix and fis a smooth function. The mathematical tools to be used are Riemann–Stieltjes integrals, orthogonal polynomials, Gauss quadrature and the Lanczos algorithm.

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Copyright information

© Springer Science+Business Media B.V. 2010

Authors and Affiliations

  1. 1.ParisFrance

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