A Rational Even-IRA Algorithm for the Solution of $T$-Even Polynomial Eigenvalue Problems

نویسندگان

چکیده

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 is based on the Even-IRA algorithm [V. Mehrmann, C. Schröder, and V. Simoncini, Linear Algebra Appl., 436 (2012), pp. 4070--4087]. To preserve structure, sparse linearization from class of block minimal bases pencils applied (see [F. M. Dopico et al., Numer. Math., 140 (2018), 373--426). Due to linearization, basis vectors can be computed in cheap way. Based ideas developed [P. Benner Effenberger, Taiwanese J. 14 (2010), 805--823], decomposition derived so that our explicitly allows changes shift during iteration. This leads able compute parts spectrum matrix fast reliable

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ژورنال

عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications

سال: 2021

ISSN: ['1095-7162', '0895-4798']

DOI: https://doi.org/10.1137/20m1364485