Computing Approximate (Symmetric Block) Rational Krylov Subspaces without Explicit Inversion
نویسندگان
چکیده
It has been shown that approximate extended Krylov subspaces can be computed –under certain assumptions– without any explicit inversion or system solves. Instead the necessary products A−1v are obtained in an implicit way retrieved from an enlarged Krylov subspace. In this paper this approach is generalized to rational Krylov subspaces, which contain besides poles at infinite and zero also finite non-zero poles. Also an adaption of the algorithm to the block and the symmetric case is presented. For all variants of the algorithm numerical experiments underpin the power of the new approach. Rational Krylov subspaces can be used, e.g., to approximate matrix functions or the solutions of matrix equations.
منابع مشابه
Computing Approximate Extended Krylov Subspaces without Explicit Inversion
It will be shown that extended Krylov subspaces –under some assumptions– can be retrieved without any explicit inversion or system solves involved. Instead we do the necessary computations of A−1v in an implicit way using the information from an enlarged standard Krylov subspace. It is well-known that both for classical and extended Krylov spaces, direct unitary similarity transformations exist...
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