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Title: Rational Krylov for nonlinear eigenproblems, an iterative projection method (English)
Author: Jarlebring, Elias
Author: Voss, Heinrich
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 50
Issue: 6
Year: 2005
Pages: 543-554
Summary lang: English
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Category: math
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Summary: In recent papers Ruhe 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. Similarly to the Arnoldi method 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. (English)
Keyword: nonlinear eigenvalue problem
Keyword: rational Krylov method
Keyword: Arnoldi method
Keyword: projection method
MSC: 35P30
MSC: 65F15
MSC: 65F50
idZBL: Zbl 1099.65037
idMR: MR2181025
DOI: 10.1007/s10492-005-0036-9
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Date available: 2009-09-22T18:24:04Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/134622
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