A rational Even-IRA algorithm for the solution of T-even polynomial eigenvalue problems

DOI10.1137/20M1364485MaRDI QIDQ6348349arXivWikidataFDO

Authors Peter Benner, Heike Faßbender, Philip Saltenberger

Publication date 3 September 2020

Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical linear algebra (65F99) Matrices over function rings in one or more variables (15A54)

Abstract: In this work we present a rational Krylov subspace method for solving real large-scale polynomial eigenvalue problems with T-even (that is, symmetric/skew-symmetric) structure. Our method is based on the Even-IRA algorithm. To preserve the structure, a sparse T-even linearization from the class of block minimal bases pencils is applied. Due to this linearization, the Krylov basis vectors can be computed in a cheap way. A rational decomposition is derived so that our method explicitly allows for changes of the shift during the iteration. This leads to a method that is able to compute parts of the spectrum of a T-even matrix polynomial in a fast and reliable way.

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