Generalized Rational Krylov Decompositions with an Application to Rational Approximation

Mario Berljafa, Stefan Güttel
2015 SIAM Journal on Matrix Analysis and Applications  
Generalized rational Krylov decompositions are matrix relations which, under certain conditions, are associated with rational Krylov spaces. We study the algebraic properties of such decompositions and present an implicit Q theorem for rational Krylov spaces. Transformations on rational Krylov decompositions allow for changing the poles of a rational Krylov space without recomputation, and two algorithms are presented for this task. Using such transformations we develop a rational Krylov method
more » ... for rational least squares fitting. Numerical experiments indicate that the proposed method converges fast and robustly. A MATLAB toolbox with implementations of the presented algorithms and experiments is provided.
doi:10.1137/140998081 fatcat:u7ejwac2lbdfljfzqv4v3gmevm