A new Arnoldi approach for polynomial eigenproblems
F.A. Raeven · OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information) · 1996
In this paper we introduce a new generalization of the method of Arnoldi for matrix polynomials. The new approach is compared with the approach of rewriting the polynomial problem into a linear eigenproblem and applying the standard method of Arnoldi to the linearised problem. The algorithm that can be applied directly to the polynomial eigenproblem turns out to be more efficient, both in storage and in computation.