Pade approximation of large-scale dynamic systems with Lanczos methods
Kyle A. Gallivan, E. Grimme, Paul Van Dooren · 2002
The utility of Lanczos methods (1950) for the approximation of large-scale dynamical systems is considered. In particular, it is shown that the Lanczos method is a technique for yielding Pade approximants which has several advantages over more traditional explicit moment matching approaches. An extension of the Lanczos algorithm is developed for computing multipoint Pade approximations of descriptor systems.>