Generalizations of Weighted Trapezoidal Inequality for Monotonic Mappings and Its Applications

In this paper, we establish some generalizations of weighted trapezoid inequality for monotonic mappings, and give several applications for r − moment, the expectation of a continuous random variable and the Beta mapping

Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver

The FEAST method for solving large sparse eigenproblems is equivalent to subspace iteration with an approximate spectral projector and implicit orthogonalization. This relation allows to characterize the convergence of this method in terms of the error of a certain rational approximant to an indicator function. We propose improved rational approximants leading to FEAST variants with faster convergence, in particular, when using rational approximants based on the work of Zolotarev. Numerical experiments demonstrate the possible computational savings especially for pencils whose eigenvalues are not well separated and when the dimension of the search space is only slightly larger than the number of wanted eigenvalues. The new approach improves both convergence robustness and load balancing when FEAST runs on multiple search intervals in parallel.Comment: 22 pages, 8 figure

Mercer–Trapezoid Rule for the Riemann–Stieltjes Integral with Applications

In this paper several new error bounds for the Mercer - Trapezoid quadrature rule for the Riemann-Stieltjes integral under various assumptions are proved. Applications for functions of selfadjoint operators on complex Hilbert spaces are provided as well