The Short-Term Rational Lanczos Method and Applications

نویسندگان

چکیده

Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, short-term recurrence can be used to generate an associated orthonormal basis. In the past this procedure was abandoned because it requires twice number of linear system solves per iteration compared with classical long-term method. We propose implementation that allows one obtain rational subspace reduced at lower overall computational costs than proposed literature by also conveniently combining two solves. Several applications discussed where feature exploited avoid storing whole illustrate advantages examples.

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ژورنال

عنوان ژورنال: SIAM Journal on Scientific Computing

سال: 2022

ISSN: ['1095-7197', '1064-8275']

DOI: https://doi.org/10.1137/21m1403254