The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices

DOI10.1007/BF01935024zbMath0810.65032MaRDI QIDQ1343049

Axel Ruhe

Publication date: 9 April 1995

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

Lanczos algorithmArnoldi algorithminverse iterationrational Krylov algorithmcomplex shiftsnonsymmetric matrix pencilRitz approximationssmall Hessenberg pencildouble shift

Mathematics Subject Classification ID

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

Related Items

A global rational Arnoldi method for model reduction ⋮ An implicit filter for rational Krylov using core transformations ⋮ A model reduction method in large scale dynamical systems using an extended-rational block Arnoldi method ⋮ A computational global tangential Krylov subspace method for model reduction of large-scale MIMO dynamical systems ⋮ Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems ⋮ Numerical simulation of three dimensional pyramid quantum dot ⋮ The implicit application of a rational filter in the RKS method ⋮ Acceleration of contour integration techniques by rational Krylov subspace methods ⋮ A rational Lanczos algorithm for model reduction ⋮ Computing the field of values and pseudospectra using the Lanczos method with continuation ⋮ Low-rank updates and divide-and-conquer methods for quadratic matrix equations ⋮ Adaptive rational interpolation: Arnoldi and Lanczos-like equations ⋮ Adaptive-order rational Arnoldi-type methods in computational electromagnetism ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ Adaptive rational Krylov subspaces for large-scale dynamical systems ⋮ On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems ⋮ Adaptive Rational Krylov Methods for Exponential Runge–Kutta Integrators ⋮ The RKFIT Algorithm for Nonlinear Rational Approximation ⋮ The Block Rational Arnoldi Method ⋮ An Efficient Block Rational Krylov Solver for Sylvester Equations with Adaptive Pole Selection ⋮ A refined shift-and-invert Arnoldi algorithm for large unsymmetric generalized eigenproblems. ⋮ Inexact methods for the low rank solution to large scale Lyapunov equations ⋮ Rational Krylov methods for functions of matrices with applications to fractional partial differential equations ⋮ Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations ⋮ RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations ⋮ Rational \(QR\)-iteration without inversion ⋮ Balanced truncation model order reduction in limited time intervals for large systems ⋮ Extended and rational Hessenberg methods for the evaluation of matrix functions ⋮ Multiscale S-Fraction Reduced-Order Models for Massive Wavefield Simulations ⋮ Residual-based iterations for the generalized Lyapunov equation ⋮ Solution of time-convolutionary Maxwell's equations using parameter-dependent Krylov subspace reduction ⋮ An adaptive-order rational Arnoldi method for model-order reductions of linear time-invariant systems ⋮ Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations ⋮ Frequency-Limited Balanced Truncation with Low-Rank Approximations ⋮ On the use of moment-matching to build reduced order models in flexible multibody dynamics ⋮ Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems ⋮ Matrix equation techniques for certain evolutionary partial differential equations ⋮ Functions of rational Krylov space matrices and their decay properties ⋮ A variation on the block Arnoldi method for large unsymmetric matrix eigenproblems ⋮ Using implicitly filtered RKS for generalised eigenvalue problems ⋮ Restrictions on implicit filtering techniques for orthogonal projection methods ⋮ Eigenvalue computation in the 20th century ⋮ Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection ⋮ Generalized Rational Krylov Decompositions with an Application to Rational Approximation ⋮ Preconditioned Multishift BiCG for $\mathcal{H}_2$-Optimal Model Reduction

Uses Software

• eigs
• IRAM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Rational Krylov sequence methods for eigenvalue computation
• Complex shift and invert strategies for real matrices
• Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices
• Rational Krylov algorithms for nonsymmetric eigenvalue problems. II: Matrix pairs
• A New Algorithm for Numerical Path Following Applied to an Example from Hydrodynamical Flow
• Generalizations of Davidson’s Method for Computing Eigenvalues of Sparse Symmetric Matrices
• Criteria for Combining Inverse and Rayleigh Quotient Iteration
• The Spectral Transformation Lanczos Method for the Numerical Solution of Large Sparse Generalized Symmetric Eigenvalue Problems
• Solving Sparse Symmetric Generalized Eigenvalue Problems without Factorization
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• The principle of minimized iterations in the solution of the matrix eigenvalue problem