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An Arnoldi Type Algorithm for Higher Order Linear Dynamical Systems
Student-Run Research| Speaker: | Jeffrey Anderson, UC Davis |
| Location: | 2112 MSB |
| Start time: | Wed, Oct 20 2010, 12:00PM |
Description
Large scale higher order linear dynamical systems can be solved
numerically using a two step process. First, we linearize the higher order
system, usually with a block matrix representation of twice the dimension.
Next, we apply Krylov-subspace technology (Arnoldi, Lanczos) to the larger
block system. However, the Krylov subspaces induced by the equivalent
first order formulations in higher dimension actually consists of multiple
copies of the same underlying subspace. I have been working on an
algorithm to generate an orthonormal basis of the fundamental subspace in
the block matrix formulation. In this talk I will introduce some of the
major players in this intellectual drama including the solution of the
Quadratic Eigenvalue Problem using General Eigenvalue Problem techniques,
an overview of the Arnoldi process and a discussion of the implications of
this work.
