1 research outputs found
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