Simultaneous similarity reductions for a pair of matrices to condensed forms (Q2255033)
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Simultaneous similarity reductions for a pair of matrices to condensed forms (English)
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6 February 2015
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The authors present algorithms that simultaneously reduce a pair of square matrices to upper Hessenberg and lower Hessenberg forms through a similarity transformation, by considering special matrix pairs, then they recover the standard Arnoldi algorithm as well as the non-symmetric Lanczos algorithm. A numerical example on a model problem is presented to demonstrate this useful approximation property.
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simultaneous reductinons
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Lanczos-Arnoldi iteratin
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Krylov subspace method
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model reduction
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algorithm
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Hessenberg form
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numerical example
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