We present a new iterative method for computing
, derived from
a relationship between the standard Lanczos method and a Gauss-Radau
quadrature rule. We show that this method, called the Radau-Lanczos
method, converges when
is Hermitian positive definite and
is a
Stieltjes function. We also show that the restarted version of this
method converges and present numerical results showing this method
performing better than the standard Lanczos method in terms of attainable
error norm and iteration count.