no code implementations • 8 Mar 2021 • Niel Van Buggenhout, Marc Van Barel, Raf Vandebril
The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices.
Numerical Analysis Numerical Analysis 15A22, 47A75, 47A07, 65F18, 65Q30, 33C45
1 code implementation • 28 Feb 2019 • Daan Camps, Karl Meerbergen, Raf Vandebril
The rational QZ method generalizes the QZ method by implicitly supporting rational subspace iteration.
Numerical Analysis 65F15, 15A18
1 code implementation • 12 Feb 2018 • Daan Camps, Karl Meerbergen, Raf Vandebril
In this article we study Hessenberg, Hessenberg pencils, link them to rational Krylov subspaces, propose a direct reduction method to such a pencil, and introduce the implicit rational QZ step.
Numerical Analysis 65F15, 15A18