An alternative to the Ritz pairs with the EN subspace method |
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Authors: | M. Huhtanen |
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Affiliation: | (1) Department of Mathematics, Helsinki University of Technology, FIN-02150 Espoo, Finland |
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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. |
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Keywords: | 65F15 |
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