Rational Krylov for nonlinear eigenproblems, an iterative projection method

Abstract

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.