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An alternative to the Ritz pairs with the EN subspace method
Authors:M. Huhtanen
Affiliation:(1) Department of Mathematics, Helsinki University of Technology, FIN-02150 Espoo, Finland
Abstract:In this note we define EN subspaces by using the Eirola-Nevanlinna algorithm for solving a linear system. We compare this construction with the Arnoldi method for generating Krylov subspaces and computing eigenvalue approximations. Further, we compute Ritz pairs by restricting the updated preconditionerH k of the EN algorithm to the generated EN subspaces.
Keywords:65F15
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