Using Implicitly Filtered RKS for generalised eigenvalue problems

نویسندگان

  • Gorik De Samblanx
  • Adhemar Bultheel
چکیده

The Rational Krylov Sequence (RKS) method can be seen as a generalisation of Arnoldi's method. It projects a matrix pencil onto a smaller subspace; this projection results in a small upper Hessenberg pencil. As for the Arnoldi method, RKS can be restarted implicitly, using the QR decomposition of a Hessenberg matrix. This restart comes with a projection of the subspace using a rational function. In this paper, it is shown how the restart can be worked out in practice. In a second part, it is shown when the ltering of the subspace basis can fail and how this failure can be handled.

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تاریخ انتشار 2010