The Inexact Rational Krylov Sequence Method

@inproceedings{LEHOUCQy1997TheIR,
  title={The Inexact Rational Krylov Sequence Method},
  author={R. B. LEHOUCQy and KARL MEERBERGENzAbstract},
  year={1997}
}
  • R. B. LEHOUCQy, KARL MEERBERGENzAbstract
  • Published 1997
The rational Krylov sequence (RKS) method is a generalization of Arnoldi's method. It constructs an orthogonal reduction of a matrix pencil into an upper Hessenberg pencil. The RKS method is useful when the matrix pencil may be eeciently factored. However, it requires the solution of a linear system at every step. This article considers solving the resulting linear systems in an inexact manner by using an iterative method. We show that a Cayley transformation used within the RKS method is more… CONTINUE READING