Generalized Rational Krylov Decompositions with an Application to Rational Approximation

DOI10.1137/140998081zbMath1319.65028OpenAlexW1561849568MaRDI QIDQ5265001

Mario Berljafa, Stefan Güttel

Publication date: 21 July 2015

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140998081

zbMATH Keywords

algorithmnumerical experimentsinverse eigenvalue problemrational approximationrational Krylov decompositionimplicit Q theoremrational least squares fitting

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Numerical solutions to inverse eigenvalue problems (65F18)

Related Items (39)

Rational Krylov methods for fractional diffusion problems on graphs ⋮ Vector Fitting for Matrix-valued Rational Approximation ⋮ An implicit filter for rational Krylov using core transformations ⋮ Computation of generalized matrix functions with rational Krylov methods ⋮ Stable polefinding and rational least-squares fitting via eigenvalues ⋮ The nonlinear eigenvalue problem ⋮ Improved ParaDiag via low-rank updates and interpolation ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ On a family of low-rank algorithms for large-scale algebraic Riccati equations ⋮ Adaptive Rational Krylov Methods for Exponential Runge–Kutta Integrators ⋮ Exponential asymptotics of woodpile chain nanoptera using numerical analytic continuation ⋮ Statistical properties of BayesCG under the Krylov prior ⋮ Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods ⋮ The RKFIT Algorithm for Nonlinear Rational Approximation ⋮ Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations ⋮ The Block Rational Arnoldi Method ⋮ Iterative Stability Enforcement in Adaptive Antoulas–Anderson Algorithms for \({\boldsymbol{\mathcal{H}_2}}\) Model Reduction ⋮ Computing the Weighted Geometric Mean of Two Large-Scale Matrices and Its Inverse Times a Vector ⋮ Parallelization of the Rational Arnoldi Algorithm ⋮ Inexact methods for the low rank solution to large scale Lyapunov equations ⋮ On pole-swapping algorithms for the eigenvalue problem ⋮ A Comparison of Limited-memory Krylov Methods for Stieltjes Functions of Hermitian Matrices ⋮ An Exponential Time Integrator for the Incompressible Navier--Stokes Equation ⋮ Swapping \(2 \times 2\) blocks in the Schur and generalized Schur form ⋮ Unnamed Item ⋮ Balanced truncation model order reduction in limited time intervals for large systems ⋮ Conversions between barycentric, RKFUN, and Newton representations of rational interpolants ⋮ The AAA Algorithm for Rational Approximation ⋮ Reduced order models of myelinated axonal compartments ⋮ Algorithms for the Rational Approximation of Matrix-Valued Functions ⋮ Near-Optimal Perfectly Matched Layers for Indefinite Helmholtz Problems ⋮ Biorthogonal rational Krylov subspace methods ⋮ RKToolbox ⋮ Fast Solvers for Two-Dimensional Fractional Diffusion Equations Using Rank Structured Matrices ⋮ Tangential interpolation-based eigensystem realization algorithm for MIMO systems ⋮ A Rational QZ Method ⋮ A Multishift, Multipole Rational QZ Method with Aggressive Early Deflation ⋮ A Rational Even-IRA Algorithm for the Solution of $T$-Even Polynomial Eigenvalue Problems ⋮ Model order reduction of layered waveguides via rational Krylov fitting

Uses Software

• Matlab
• NLEIGS

Cites Work

• Unnamed Item
• Unnamed Item
• Computing approximate (block) rational Krylov subspaces without explicit inversion with extensions to symmetric matrices
• Recursion relations for the extended Krylov subspace method
• Rational Krylov sequence methods for eigenvalue computation
• Rational Krylov for nonlinear eigenproblems, an iterative projection method.
• Using implicitly filtered RKS for generalised eigenvalue problems
• Rational Krylov algorithms for nonsymmetric eigenvalue problems. II: Matrix pairs
• The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices
• The implicit application of a rational filter in the RKS method
• The rational Krylov algorithm for nonlinear matrix eigenvalue problems
• Orthogonal basis functions in discrete least-squares rational approximation.
• RD-rational approximations of the matrix exponential
• Computing eigenspaces with specified eigenvalues of a regular matrix pair \((A,B)\) and condition estimation: Theory, algorithms and software
• A rational Lanczos algorithm for model reduction
• Robust rational interpolation and least-squares
• Matrix Algorithms
• A Krylov--Schur Algorithm for Large Eigenproblems
• Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
• A new framework for implicit restarting of the Krylov-Schur algorithm
• Error Estimates and Evaluation of Matrix Functions via the Faber Transform
• Solution of Large Scale Evolutionary Problems Using Rational Krylov Subspaces with Optimized Shifts
• Block algorithms for reordering standard and generalized Schur forms
• Rational Krylov matrices and QR steps on Hermitian diagonal‐plus‐semiseparable matrices
• Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
• Rational Krylov: A Practical Algorithm for Large Sparse Nonsymmetric Matrix Pencils
• Changing poles in the rational Lanczos method for the Hermitian eigenvalue problem
• A Generalization of the Multishift QR Algorithm
• Robust Padé Approximation via SVD
• A Rational Krylov Method Based on Hermite Interpolation for Nonlinear Eigenvalue Problems
• NLEIGS: A Class of Fully Rational Krylov Methods for Nonlinear Eigenvalue Problems
• Uniform Approximation of $\varphi$-Functions in Exponential Integrators by a Rational Krylov Subspace Method with Simple Poles
• Quadrature-Based Vector Fitting for Discretized $\mathcal{H}_2$ Approximation
• Orthogonal Rational Functions and Structured Matrices
• The RKFIT Algorithm for Nonlinear Rational Approximation
• Preconditioning Lanczos Approximations to the Matrix Exponential
• Rational Gauss Quadrature

This page was built for publication: Generalized Rational Krylov Decompositions with an Application to Rational Approximation