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On the rational approximation of Markov functions,with applications to the computation of Markov functions of Toeplitz matrices |
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| Authors: | Beckermann Bernhard Bisch Joanna Luce Robert |
| Institution: | 1.Laboratoire Paul Painlevé UMR 8524, Département de Mathématiques, Université de Lille, F-59655, Villeneuve d’Ascq, France ;2.Gurobi Optimization, LLC., 9450 SW Gemini Dr, 90729, Beaverton, OR, USA ; |
| Abstract: | Numerical Algorithms - We investigate the problem of approximating the matrix function f(A) by r(A), with f a Markov function, r a rational interpolant of f, and A a symmetric Toeplitz matrix. In a... |
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