Approximation Theory for Matrices
High Energy Physics - Lattice
2009-11-10 v1
Abstract
We review the theory of optimal polynomial and rational Chebyshev approximations, and Zolotarev's formula for the sign function over the range (\epsilon \leq |z| \leq1). We explain how rational approximations can be applied to large sparse matrices efficiently by making use of partial fraction expansions and multi-shift Krylov space solvers.
Cite
@article{arxiv.hep-lat/0402037,
title = {Approximation Theory for Matrices},
author = {A. D. Kennedy},
journal= {arXiv preprint arXiv:hep-lat/0402037},
year = {2009}
}
Comments
10 pages, 7 figures