Generalized biorthogonal bases and tridiagonalisation of matrices

DOI10.1007/S002110050293MaRDI QIDQ1365846zbMATH OpenOpenAlexFDO

Authors Markus Ziegler

Publication date 9 September 1997

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050293

zbMATH Keywords

biorthogonal Gram Schmidtminimal Lanczos algorithmminimal realizations of rational functionstridiagonal Hessenberg matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

A minimal Lanczos algorithm is constructed. It computes a block tridiagonal Hessenberg matrix with diagonal blocks of Frobenius form and nondiagonal blocks with a single nonzero number. It needs storage of fewer basis vectors than previous implementations of look ahead. The theory is based on the equivalence between the nonsymmetric Lanczos algorithm with look ahead and biorthogonal Gram Schmidt. Relations to minimal realizations of rational functions are discussed.

Recommendations

• Reduction to Tridiagonal Form and Minimal Realizations
• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms, Part I
• The Lanczos process and Padé approximation

Cited in

(3)

• Direct block tridiagonalization of single-input single-output systems
• Reduction to Tridiagonal Form and Minimal Realizations
• Biorthogonal Polynomial Bases and Vandermonde‐like Matrices

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