Decay bounds for functions of matrices with banded or Kronecker structure
Numerical Analysis
2015-01-30 v1
Abstract
We present decay bounds for a broad class of Hermitian matrix functions where the matrix argument is banded or a Kronecker sum of banded matrices. Besides being significantly tighter than previous estimates, the new bounds closely capture the actual (non-monotonic) decay behavior of the entries of functions of matrices with Kronecker sum structure. We also discuss extensions to more general sparse matrices.
Keywords
Cite
@article{arxiv.1501.07376,
title = {Decay bounds for functions of matrices with banded or Kronecker structure},
author = {Michele Benzi and Valeria Simoncini},
journal= {arXiv preprint arXiv:1501.07376},
year = {2015}
}