Project orange: Parabolic maximal regularity and the Kato square root property
By Wolfgang Arendt , Azam Jahandideh , Vincenzo Leone , Henning Heister , Manuel Schlierf , Sofian Abahmami
Appears in collection : Numerical Linear Algebra / Algèbre Linéaire Numérique
This talk is concerned with the inexpensive approximation of expressions of the form $I(f)=$ $v^{T} f(A) v$, when $A$ is a large symmetric positive definite matrix, $v$ is a vector, and $f(t)$ is a Stieltjes function. We are interested in the situation when $A$ is too large to make the evaluation of $f(A)$ practical. Approximations of $I(f)$ are computed with the aid of rational Gauss quadrature rules. Error bounds or estimates of bounds are determined with rational Gauss-Radau or rational anti-Gauss rules.