Adaptive Rational Interpolation: Arnoldi and Lanczos-like Equations

@article{Frangos2008AdaptiveRI,
  title={Adaptive Rational Interpolation: Arnoldi and Lanczos-like Equations},
  author={Michalis Frangos and Imad M. Jaimoukha},
  journal={Eur. J. Control},
  year={2008},
  volume={14},
  pages={342-354}
}
The Arnoldi and Lanczos algorithms, which belong to the class of Krylov subspace methods, are increasingly used for model reduction of large-scale systems. The standard versions of the algorithms tend to create reduced order models that poorly approximate low frequency dynamics. Rational Arnoldi and Lanczos algorithms produce reduced models that approximate dynamics at various frequencies. This paper tackles the issue of developing simple Arnoldi and Lanczos equations for the rational case… CONTINUE READING

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