16,405 research outputs found
On best approximations of polynomials in matrices in the matrix 2-norm
We show that certain matrix approximation problems in the matrix 2-norm have uniquely defined solutions, despite the lack of strict convexity of the matrix 2-norm. The problems we consider are generalizations of the ideal Arnoldi and ideal GMRES approximation problems introduced by Greenbaum and Trefethen [SIAM J. Sci. Comput., 15 (1994), pp. 359–368]. We also discuss general characterizations of best approximation in the matrix 2-norm and provide an example showing that a known sufficient condition for uniqueness in these characterizations is not necessary
Approximation Theory for Matrices
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.Comment: 10 pages, 7 figure
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