Title: Using implicitly filtered RKS for generalised eigenvalue problems
Authors: De Samblanx, Gorik ×
Bultheel, Adhemar #
Issue Date: Jul-1999
Publisher: Elsevier
Series Title: Journal of Computational and Applied Mathematics vol:107 issue:2 pages:195-218
Abstract: The rational Krylov sequence (RKS) method can be seen as a generalisation of Arnoldi's method. It projects a matrix pencil onto a smaller subspace; this projection results in a small upper Hessenberg pencil. As for the Arnoldi method, RKS can be restarted implicitly, using the QR decomposition of a Hessenberg matrix. This restart comes with a projection of the subspace using a rational function. In this paper, it is shown how the restart can be worked out in practice. In a second part, it is shown when the filtering of the subspace basis can fail and how this failure can be handled by deflating a converged eigenvector from the subspace, using a Schur-decomposition. (C) 1999 Elsevier Science B.V. All rights reserved. MSG: 65F15.
ISSN: 0377-0427
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
Technologiecluster ESAT Elektrotechnische Engineering
Electrical Engineering (ESAT) TC, Technology Campus De Nayer Sint-Katelijne-Waver
× corresponding author
# (joint) last author

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