Pad E Approximation of Large-scale Dynamic Systems with Lanczos Methods

@inproceedings{Grimme1994PadEA,
  title={Pad E Approximation of Large-scale Dynamic Systems with Lanczos Methods},
  author={E. J. Grimme and Paul Van DoorenCoordinated},
  year={1994}
}
The utility of Lanczos methods for the approximation of large-scale dynamical systems is considered. In particular , it is shown that the Lanczos method is a technique for yielding Pad e approximants which has several advantages over more traditional explicit moment matching approaches. An extension of the Lanczos algorithm is developed for computing multi-point Pad e approximations of descriptor systems. 

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