Rational krylov for large nonlinear eigenproblems

Authors:
Axel Ruhe
Affiliations:
Department of Numerical Analysis and Computer Science, Royal Institute of Technology, Stockholm, Sweden
Venue:
PARA'04 Proceedings of the 7th international conference on Applied Parallel Computing: state of the Art in Scientific Computing
Year:
2004

Citing 6
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Abstract

Rational Krylov is an extension of the Lanczos or Arnoldi eigenvalue algorithm where several shifts (matrix factorizations) are used in one run. It corresponds to multipoint moment matching in model reduction. A variant applicable to nonlinear eigenproblems is described.