An alternative to the Ritz pairs with the EN subspace method (Q1387239)

The EN subspaces are defined by using the Eirola-Nevanlinna algorithm for solving a linear system. Based on EN subspaces, the EN methods for computing eigenvalues and eigenvectors are given. The idea is somewhat similar to the Arnoldi method. As an EN subspace can be genuinely different from the Krylov subspaces, there are fundamental differences between the EN methods and the Arnoldi methods. Theoretical analysis and numerical examples show that the EN method gives a competitive alternative to the Ritz pairs via the Arnoldi method.