Abstract
This paper is concerned with the approximation of matrix functionals of the form w(T) f (A)v, where A is an element of R-nxn is a large nonsymmetric matrix, w, v is an element of R-n, and f is a function such that f (A) is well defined. We derive Gauss-Laurent quadrature rules for the approximation of these functionals, and also develop associated antiGauss-Laurent quadrature rules that allow us to estimate the quadrature error of the Gauss-Laurent rule. Computed examples illustrate the performance of the quadrature rules described.