Rational Krylov for Nonlinear Eigenproblems,an Iterative Projection Method |
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Authors: | Elias Jarlebring Heinrich Voss |
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Institution: | (1) Institut Computational Mathematics, TU Braunschweig, Pockelsstr. 14, D-38106 Braunschweig, Germany;(2) Department of Mathematics, Hamburg University of Technology, D-21071 Hamburg, Germany |
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Abstract: | 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. |
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Keywords: | nonlinear eigenvalue problem rational Krylov method Arnoldi method projection method |
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