A rational Even-IRA algorithm for the solution of T-even polynomial eigenvalue problems
Numerical Analysis
2020-09-04 v1 Numerical Analysis
Abstract
In this work we present a rational Krylov subspace method for solving real large-scale polynomial eigenvalue problems with T-even (that is, symmetric/skew-symmetric) structure. Our method is based on the Even-IRA algorithm. To preserve the structure, a sparse T-even linearization from the class of block minimal bases pencils is applied. Due to this linearization, the Krylov basis vectors can be computed in a cheap way. A rational decomposition is derived so that our method explicitly allows for changes of the shift during the iteration. This leads to a method that is able to compute parts of the spectrum of a T-even matrix polynomial in a fast and reliable way.
Cite
@article{arxiv.2009.01762,
title = {A rational Even-IRA algorithm for the solution of T-even polynomial eigenvalue problems},
author = {Peter Benner and Heike Fassbender and Philip Saltenberger},
journal= {arXiv preprint arXiv:2009.01762},
year = {2020}
}