AI 中文总结
该研究针对埃尔米特正定矩阵,证明了Stieltjes函数下Lanczos方法近似矩阵函数的误差界,强化推广了已有结果并确定了该界的最优性。
AI 中文摘要
设A为埃尔米特正定矩阵,fₘ表示f(A)b的Lanczos近似值。我们证明:若f(z)或f(z)/z为Stieltjes函数,则该Lanczos近似的A^α范数误差,介于最佳Krylov子空间方法误差的(1/2)(κ(A)^(E/2)+κ(A)^(-E/2))倍之间,其中κ(A)为A的条件数,E=max{α,1−α}。该结果强化并推广了[Schweitzer; SIMAX, 46.3 (2025)]的上界,且证明了该常数(1/2)(κ(A)^(E/2)+κ(A)^(-E/2))是最优的。
英文摘要
Let $A$ be Hermitian positive definite and let $f_m$ denote the Lanczos approximation to $f(A)b$. We prove that if $f(z)$ or $f(z) / z$ is Stieltjes, then the $A^α$-norm error of the Lanczos approximation is within a factor $\tfrac{1}{2}(κ(A)^{E/2} + κ(A)^{-E/2})$ of the the best possible Krylov Subspace Method, where $κ(A)$ is the condition number of $A$ and $E = \max\{α,1-α\}$. Our result strengthens and generalizes the upper bound of [Schweitzer; SIMAX, 46.3 (2025)]. Moreover, we prove that the constant $\tfrac{1}{2}(κ(A)^{E/2} + κ(A)^{-E/2})$ is optimal.