Abstract

Given a pair of matrices and starting vectors, we present a procedure to generate the biorthonormal basis of the second-order right and left Krylov subspaces. The application is to solve the large-scale quadratic eigenvalue problems via oblique projection technique. This method can take full advantage of the sparseness of large-scale system as well as the superior convergence behavior of Krylov subspace based methods by implicit linearization, which makes the solution acceptable in terms of both cost and time.

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