E Approximation of Large - Scaledynamic Systems with Lanczos Methods
نویسندگان
چکیده
The utility of Lanczos methods for the approximation of large-scale dynamical systems is considered. In particular , it is shown that the Lanczos method is a technique for yielding Pad e approximants which has several advantages over more traditional explicit moment matching approaches. An extension of the Lanczos algorithm is developed for computing multi-point Pad e approximations of descriptor systems.
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