Geodesic
Rational Krylov for nonlinear eigenproblems, an iterative projection method
Applications of Mathematics, Tome 50 (2005) no. 6, pp. 543-554

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In recent papers Ruhe suggested a rational Krylov method for nonlinear eigenproblems knitting together a secant method for linearizing the nonlinear problem and the Krylov method for the linearized problem. In this note we point out that the method can be understood as an iterative projection method. Similarly to the Arnoldi method the search space is expanded by the direction from residual inverse iteration. Numerical methods demonstrate that the rational Krylov method can be accelerated considerably by replacing an inner iteration by an explicit solver of projected problems.
DOI : 10.1007/s10492-005-0036-9
Classification : 35P30, 65F15, 65F50
Keywords: nonlinear eigenvalue problem; rational Krylov method; Arnoldi method; projection method 
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Jarlebring, Elias; Voss, Heinrich. Rational Krylov for nonlinear eigenproblems, an iterative projection method. Applications of Mathematics, Tome 50 (2005) no. 6, pp. 543-554. doi: 10.1007/s10492-005-0036-9

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