Abstract
A transpose-free two-sided nonsymmetric Lanczos method is developed for multiple starting vectors on both the left and right. The method is mathematically equivalent to the two-sided methods without look-ahead or deflation steps, but avoids the use of the transpose of the system matrix. The method is applied to the computation of the matrix Padé approximation to a linear dynamical system. The result is a method which can be labeled transpose-free matrix Padé via Lanczos (TFMPVL). Under certain circumstances, TFMPVL will actually reduce the total number of matrix-vector products needed. It is illustrated with some numerical examples.
Original language | English (US) |
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Pages (from-to) | 101-127 |
Number of pages | 27 |
Journal | Journal of Computational and Applied Mathematics |
Volume | 177 |
Issue number | 1 |
DOIs | |
State | Published - May 1 2005 |
Keywords
- MPVL method
- Model reduction
- Padé approximation
- TFMPVL method
- Transpose-free Lanczos method