Transpose-free Matrix Padé Via Lanczos Method

Date of Submission: 
June 30, 1998
Report Number: 
98-024
Abstract: 
A transpose-free two-sided nonsymmetric Lanczos method isdeveloped for multiple starting vectors on both the left andthe right. The method is applied ti the computation of thematrix Padé approximation to a linear dynamicalsystem. Tha result is a method which can be labeledTranspose-Free Matrix Pad&ecute; Via Lanczos. The method ismathematically equivalent to the two-sided methods, butavoids the use of the transpose of the system matrix, andunder certain circumstances will actually reduce the totalnumber of matrix-vector products needed. The method isillustrated with some numerical examples.