Monotonicity, bounds and extrapolation of Block-Gauss and Gauss-Radau quadrature for computing $B^T\varphi (A)B$

Jörn Zimmerling, Vladimir Druskin, Valeria Simoncini

In this paper, we explore quadratures for the evaluation of $B^T\varphi (A)B$ where $A$ is a symmetric positive-definite (s.p.d.) matrix in ${\mathbb{R}}^{n\times n}$, $B$ is a tall matr…