Title
A rational Arnoldi process with applications.
Abstract
The rational Arnoldi process is a popular method for the computation of a few eigenvalues of a large non-Hermitian matrix A is an element of C-nxn and for the approximation of matrix functions. The method is particularly attractive when the rational functions that determine the process have only few distinct poles zj is an element of C, because then few factorizations of matrices of the form A-z(j)I have to be computed. We discuss recursion relations for orthogonal bases of rational Krylov subspaces determined by rational functions with few distinct poles. These recursion formulas yield a new implementation of the rational Arnoldi process. Applications of the rational Arnoldi process to the approximation of matrix functions as well as to the computation of eigenvalues and pseudospectra of A are described. The new implementation is compared to several available implementations.
Year
DOI
Venue
2016
10.1002/nla.2065
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
Field
DocType
eigenvalue,matrix function,rational Arnoldi,recursion relation,pseudospectrum
Elliptic rational functions,Pseudospectrum,Algebra,Mathematical analysis,Arnoldi iteration,Matrix (mathematics),Matrix function,Rational function,Mathematics,Eigenvalues and eigenvectors,Recursion
Journal
Volume
Issue
ISSN
23.0
6.0
1070-5325
Citations 
PageRank 
References 
1
0.37
0
Authors
5
Name
Order
Citations
PageRank
Miroslav S. Pranic1203.64
Lothar Reichel245395.02
Giuseppe Rodriguez319729.43
Zhengsheng Wang411.04
Xuebo Yu540.79