Transpose-free multiple Lanczos and its application in Padé approximation

  • Authors:
  • Man-Chung Yeung;Daniel Boley

  • Affiliations:
  • Department 3036, 1000 East University Avenue, Laramie, WY;Computer Science and Engineering Department, University of Minnesota, Minneapolis, MN

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2005

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Abstract

A transpose-free two-sided nonsymmetric Lanczos method is developed for multiple starting vectors on both the left and right. The method is mathematically equivalent to the two-sided methods without look-ahead or deflation steps, but avoids the use of the transpose of the system matrix. The method is applied to the computation of the matrix Padé approximation to a linear dynamical system. The result is a method which can be labeled transpose-free matrix Padé via Lanczos (TFMPVL). Under certain circumstances, TFMPVL will actually reduce the total number of matrix-vector products needed. It is illustrated with some numerical examples.