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Title: Rational Krylov for nonlinear eigenproblems, an iterative projection method
Language: English
Authors: Jarlebring, Elias 
Voß, Heinrich 
Keywords: nonlinear eigenvalue problem; rational Krylov; Arnoldi; projection method
Issue Date: Nov-2003
Abstract (english): 
In recent papers Ruhe [10], [12] suggested a 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. Numerical methods demonstrate that the rational Krylov method can be accelerated considerably by replacing an inner iteration by an explicit solver of projected problems.
DOI: 10.15480/882.136
Institute: Mathematik E-10 
Document Type: Working Paper
License: In Copyright In Copyright
Part of Series: Preprints des Institutes für Mathematik 
Volume number: 69
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