BIT Numerical Mathematics

, Volume 39, Issue 3, pp 417–438 | Cite as

Bounds for the Entries of Matrix Functions with Applications to Preconditioning

  • Michele Benzi
  • Gene H. Golub

Abstract

Let A be a symmetric matrix and let f be a smooth function defined on an interval containing the spectrum of A. Generalizing a well-known result of Demko, Moss and Smith on the decay of the inverse we show that when A is banded, the entries of f(A)are bounded in an exponentially decaying manner away from the main diagonal. Bounds obtained by representing the entries of f(A)in terms of Riemann-Stieltjes integrals and by approximating such integrals by Gaussian quadrature rules are also considered. Applications of these bounds to preconditioning are suggested and illustrated by a few numerical examples.

Matrix functions quadrature rules Lanczos process band matrices exponential decay preconditioned conjugate gradients 

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Copyright information

© Swets & Zeitlinger 1999

Authors and Affiliations

  • Michele Benzi
    • 1
  • Gene H. Golub
    • 2
  1. 1.Scientific Computing Group, CIC-19Los Alamos National LaboratoryLos AlamosUSA. email: benzi@lanl.gov
  2. 2.Department of Computer ScienceStanford UniversityStanfordUSA. email: golub@sccm.stanford.edu

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