Lanczos algorithm and the complex Gauss quadrature

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10360929" target="_blank" >RIV/00216208:11320/18:10360929 - isvavai.cz</a>

Výsledek na webu

<a href="https://doi.org/10.1553/etna_vol50s1" target="_blank" >https://doi.org/10.1553/etna_vol50s1</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1553/etna_vol50s1" target="_blank" >10.1553/etna_vol50s1</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Lanczos algorithm and the complex Gauss quadrature

Popis výsledku v původním jazyce

Gauss quadrature can be naturally generalized in order to approximate quasi-definite linear functionals, where the interconnections with (formal) orthogonal polynomials, (complex) Jacobi matrices, and the Lanczos algorithm are analogous to those in the positive definite case. In this survey we review these relationships with giving references to the literature that presents them in several related contexts. In particular, the existence of the n-weight (complex) Gauss quadrature corresponds to successfully performing the first n steps of the Lanczos algorithm for generating biorthogonal bases of the two associated Krylov subspaces. The Jordan decomposition of the (complex) Jacobi matrix can be explicitly expressed in terms of the Gauss quadrature nodes and weights and the associated orthogonal polynomials. Since the output of the Lanczos algorithm can be made real whenever the input is real, the value of the Gauss quadrature is a real number whenever all relevant moments of the quasi-definite linear functional are real.

Název v anglickém jazyce

Lanczos algorithm and the complex Gauss quadrature

Popis výsledku anglicky

Gauss quadrature can be naturally generalized in order to approximate quasi-definite linear functionals, where the interconnections with (formal) orthogonal polynomials, (complex) Jacobi matrices, and the Lanczos algorithm are analogous to those in the positive definite case. In this survey we review these relationships with giving references to the literature that presents them in several related contexts. In particular, the existence of the n-weight (complex) Gauss quadrature corresponds to successfully performing the first n steps of the Lanczos algorithm for generating biorthogonal bases of the two associated Krylov subspaces. The Jordan decomposition of the (complex) Jacobi matrix can be explicitly expressed in terms of the Gauss quadrature nodes and weights and the associated orthogonal polynomials. Since the output of the Lanczos algorithm can be made real whenever the input is real, the value of the Gauss quadrature is a real number whenever all relevant moments of the quasi-definite linear functional are real.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10102 - Applied mathematics

Projekt

<a href="/cs/project/GA18-12719S" target="_blank" >GA18-12719S: Thermodynamická a matematická analýza proudění strukturovaných tekutin</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2018

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Electronic Transactions on Numerical Analysis

ISSN

1068-9613

e-ISSN

—

Svazek periodika

50

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

19

Strana od-do

1-19

Kód UT WoS článku

000459296200002

EID výsledku v databázi Scopus

2-s2.0-85058210084