Let $A$ be a square complex matrix; $z_1$, ..., $z_{N}\in\mathbb C$ be arbitrary (possibly repetitive) points of interpolation; $f$ be an analytic function defined on a neighborhood of the convex hull of the union of the spectrum $\sigma(A)$ of the matrix $A$ and the points $z_1$, ..., $z_{N}$; and the rational function $r=\frac uv$ (with the degree of the numerator $u$ less than $N$) interpolates $f$ at these points (counted according to their multiplicities). Under these assumptions estimates of the kind $$ \bigl\Vert f(A)-r(A)\bigr\Vert\le \max_{t\in[0,1];\mu\in\text{convex hull}\{z_1,z_{2},\dots,z_{N}\}}\biggl\Vert\Omega(A)[v(A)]^{-1} \frac{\bigl(vf\bigr)^{{(N)}} \bigl((1-t)\mu\mathbf1+tA\bigr)}{N!}\biggr\Vert, $$ where $\Omega(z)=\prod_{k=1}^N(z-z_k)$, are proposed. As an example illustrating the accuracy of such estimates, an approximation of the impulse response of a dynamic system obtained using the reduced-order Arnoldi method is considered, the actual accuracy of the approximation is compared with the estimate based on this paper.
翻译:$ $A 是一个平方复杂的矩阵; $z_ 1美元,..., $z ⁇ n ⁇ in\mathb C$是任意的( 可能重复) 内插估计点; $f 是一个分析函数, 定义在频谱联盟的圆柱体附近 $A (A) $sgma( A) $, 和 $z_ 1美元,..., $z ⁇ N} 美元; 合理函数 $r ⁇ frac suff$ ( 数字器的金额小于 $$美元) 在这些点上( 可能重复的) 递解( ) 递解 美元 。 根据这些假设, $\ bigl\ Vert\\\ 美元 美元 美元 和 $z_ 1, 美元 美元; 美元\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\