Block Gauss and Anti-Gauss Quadrature with Application to Networks
Block Gauss and Anti-Gauss Quadrature with Application to Networks
Approximations of matrix-valued functions of the form $W^Tf(A)W$, where $A \in {\mathbb R}^{m\times m}$ is symmetric, $W\in{\mathbb R}^{m\times k}$, with $m$ large and $ k\ll m$, has orthonormal columns, and $f$ is a function, can be computed by applying a few steps of the symmetric block Lanczos method to $A$ …