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Simultaneous Similarity Reductions for a Pair of Matrices to Condensed Forms

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摘要 We present simultaneous reduction algorithms for two(nonsymmetric)matrices A and B to upper Hessenberg and lower Hessenberg forms,respectively.One is through the simultaneous similarity reduction and the other is through a Lanczos–Arnoldi-type iteration.The algorithm that uses the Lanczos–Arnoldi-type iteration can be considered as a generalization of both the nonsymmetric Lanczos algorithm and the standard Arnoldi algorithm.We shall also apply our reduction to construct a model reduction for certain kind second-order single-input single-output system.It is proved that the model reduction has the desirable moment matching property.
出处 《Communications in Mathematics and Statistics》 SCIE 2014年第2期139-153,共15页 数学与统计通讯(英文)
基金 Research of R.Li is supported in part by NSF grants DMS-1115834 and DMS-1317330 and a Research Gift Grant from Intel Corporation.Research of Q.Ye is supported in part by NSF Grants DMS–1318633 and DMS-1317424.
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