Rational Krylov for Large Nonlinear Eigenproblems

Rational Krylov is an extension of the Lanczos or Arnoldi eigenvalue algorithm where several shifts (matrix factorizations) are used in one run. It corresponds to multipoint moment matching in model reduction. A variant applicable to nonlinear eigenproblems is described.

• Type: Conference
• Year: 2004
• Where: PARA
• Authors: Axel Ruhe
• Keywords: Applied Computing, Arnoldi Eigenvalue Algorithm, Matrix Factorizations, PARA 2004, Rational Krylov