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Rational Krylov for Nonlinear Eigenproblems, an Iterative Projection Method
KTH, School of Computer Science and Communication (CSC).ORCID iD: 0000-0001-9443-8772
2005 (English)In: Applications of Mathematics, ISSN 0862-7940, E-ISSN 1572-9109, Vol. 50, no 6, 543-554 p.Article in journal (Refereed) Published
Abstract [en]

In recent papers Ruhe [10], [12] suggested rational Krylov method for nonlinear eigenproblems knitting together a secant method for linearizing the nonlinear problem and the Krylov method for the linearized problem. In this note we point out that the method can be understood as an iterative projection method. Similar to the Arnoldi method presented in [13], [14] the search space is expanded by the direction from residual inverse iteration. Numercial methods demonstrate that the rational Krylov method can be accelerated considerably by replacing an inner iteration by an explicit solver of projected problems 

Place, publisher, year, edition, pages
2005. Vol. 50, no 6, 543-554 p.
Keyword [en]
nonlinear eigenvalue problem, rational Krylov, Arnoldi, projection method
National Category
Computer and Information Science
URN: urn:nbn:se:kth:diva-53251DOI: 10.1007/s10492-005-0036-9OAI: diva2:469687
QC 20120219Available from: 2011-12-26 Created: 2011-12-26 Last updated: 2012-02-19Bibliographically approved

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Jarlebring, Elias
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