Error Formulas for Block Rational Krylov Approximations of Matrix Functions
Abstract
Abstract. This paper investigates explicit expressions for the error associated with the block rational Krylov approximation of matrix functions. Two formulas are proposed, both derived from characterizations of the residual of the block full orthogonal method. The first formula employs a block generalization of the residual polynomial, while the second leverages the block collinearity of the residuals. A posteriori error bounds based on the knowledge of spectral information of the argument are derived and tested on a set of examples. Notably, both error formulas and their corresponding upper bounds do not require the use of quadratures for their practical evaluation.
Fields of Study & Subjects
Matrix Theory and Algorithms
Statistical and numerical algorithms
Mathematical functions and polynomials
Publication details
- Journal / source
- SIAM Journal on Numerical Analysis
- Volume
- 64
- Issue
- 4
- Pages
- 1733–1763
- Publication date
- 20 August 2026
- Language
- EN