We extend the error bounds from [SIMAX, Vol. 43, Iss. 2, pp. 787-811 (2022)] for the Lanczos method for matrix function approximation to the block algorithm. Numerical experiments suggest that our bounds are fairly robust to changing block size and have the potential for use as a practical stopping criteria. Further experiments work towards a better understanding of how certain hyperparameters should be chosen in order to maximize the quality of the error bounds, even in the previously studied block-size one case.
翻译:本文将矩阵函数逼近的Lanczos方法误差界(2022年SIMAX,第43卷,第2期,页码为787-811)推广至块算法。数值实验表明,我们的误差界对改变块大小比较稳健,并且具有作为实际停止准则的潜力。进一步的实验旨在更好地理解在哪些超参数应该被选择,以最大化误差界的质量,即使在之前研究过的块大小为1的情况下。