The Annals of Mathematical Statistics, Vol. 17, No. 3 (Sep., 1946), pp. 336-343 (8 pages) The enlargement principle provides techniques for inverting any nonsingular matrix by building the inverse ...
In this paper, we present new error bounds for the Lanczos method and the shift-and-invert Lanczos method for computing e -τA v for a large sparse symmetric positive ...
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