When Lanczos Iterations Generate Symmetric Quadrature Nodes?

Fuente: arXiv
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Auteurs principaux: Li, Wenhao, Han, Zongyuan, Zhu, Shengxin
Format: Preprint
Publié: 2024
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_version_ 1866917908985151488
author Li, Wenhao
Han, Zongyuan
Zhu, Shengxin
author_facet Li, Wenhao
Han, Zongyuan
Zhu, Shengxin
contents The Golub-Welsch algorithm [ Math. Comp., 23: 221-230 (1969)] has long been assumed symmetric for estimating quadratic forms. Recent research indicates that asymmetric quadrature nodes may be more often and the existence of a practical symmetric quadrature for estimating matrix quadratic form is even doubtful.This paper derives a sufficient condition for symmetric quadrature nodes for estimating quadratic forms involving the Jordan-Wielandt matrices which frequently arise from many applications. The condition is closely related to how to construct an initial vector for the underlying Lanczos process. Applications of such constructive results are demonstrated by estimating the Estrada index in complex network analysis.
format Preprint
id arxiv_https___arxiv_org_abs_2401_17757
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle When Lanczos Iterations Generate Symmetric Quadrature Nodes?
Li, Wenhao
Han, Zongyuan
Zhu, Shengxin
Numerical Analysis
65D32, 65F10, 65F15
The Golub-Welsch algorithm [ Math. Comp., 23: 221-230 (1969)] has long been assumed symmetric for estimating quadratic forms. Recent research indicates that asymmetric quadrature nodes may be more often and the existence of a practical symmetric quadrature for estimating matrix quadratic form is even doubtful.This paper derives a sufficient condition for symmetric quadrature nodes for estimating quadratic forms involving the Jordan-Wielandt matrices which frequently arise from many applications. The condition is closely related to how to construct an initial vector for the underlying Lanczos process. Applications of such constructive results are demonstrated by estimating the Estrada index in complex network analysis.
title When Lanczos Iterations Generate Symmetric Quadrature Nodes?
topic Numerical Analysis
65D32, 65F10, 65F15
url https://arxiv.org/abs/2401.17757