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Faber polynomials of matrices for non-convex sets

Published 4 Oct 2013 in math.NA, math.CA, and math.FA | (1310.1356v1)

Abstract: It has been recently shown that ∣∣Fn(A)∣∣≤2|| F_n(A) ||\leq 2, where AA is a linear continuous operator acting in a Hilbert space, and FnF_n is the Faber polynomial of degree nn corresponding to some convex compact E⊂CE\subset \mathbb C containing the numerical range of AA. Such an inequality is useful in numerical linear algebra, it allows for instance to derive error bounds for Krylov subspace methods. In the present paper we extend this result to not necessary convex sets EE.

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