TOAR is a memory efficient, and numerically reliable algorithm to compute the compact Arnoldi decomposition:
\[ \left[\begin{array}{cc} A & B \\ I & 0 \end{array} \right] \left[\begin{array}{c} Q_kR_{k,1}\\ Q_kR_{k,2} \end{array}\right] = \left[\begin{array}{c} Q_{k+1}R_{k+1,1}\\ Q_{k+1}R_{k+1,2} \end{array}\right] \underline H_{k+1}. \]
It is also a stabilized version of the SOAR procedure to compute the orthonormal basis \(Q_k\) of the second order Krylov subspace
\[ \mathcal{G}_k( A, B; r_{-1}, r_0)\equiv \mbox{span}\{ r_{-1}, r_0, r_1, \dots, r_{k-1}\} \quad\mbox{with}\quad r_ j= A r_{ j-1}+ B r_{ j-2}\quad \mbox{for}\quad j \ge 1. \]
TOAR finds applications in nonlinear eigenvalue computation, and model order reduction. It demonstrates superior performance over the SOAR procedure.
Main files
Auxiliary files
Data and demo files for the numerical examples in Ref. [1].
Download link toar.tar.gz (updated on July 1st, 2015).
See Ref. [1] for details.
Stability Analysis of the two-level orthogonal Arnoldi procedure
by Ding Lu,
Yangfeng Su
and Zhaojun Bai
SIAM J. Matrix Anal. Appl., 2016. 37(1): 195–214.
(paper)
SOAR: A second-order Arnoldi method for the solution of the quadratic eigenvalue problem
by Zhaojun Bai and
Yangfeng Su
SIAM J. Matrix Anal. Appl., 2005. 26(3): 640-659.
Email: Ding.Lu@uky.edu
Homepage: http://www.ms.uky.edu/~dlu245/