A chebyshevpolynomial of a square matrix A is a monic polynomial p of specified degree that minimizes parallel to p(A)parallel to(2). The study of such polynomials is motivated by the analysis of Krylov subspace iter...
详细信息
A chebyshevpolynomial of a square matrix A is a monic polynomial p of specified degree that minimizes parallel to p(A)parallel to(2). The study of such polynomials is motivated by the analysis of Krylov subspace iterations in numerical linear algebra. An algorithm is presented for computing these polynomials based on reduction to a semidefinite program which is then solved by a primal-dual interior point method. Examples of chebyshevpolynomials of matrices are presented, and it is noted that if A is far from normal, the lemniscates of these polynomials tend to approximate pseudospectra of A.
暂无评论