Affiliation:
1. Virginia Polytechnic Institute and State University, Blacksburg, VA
2. University of Zagreb, Croatia
Abstract
In this article, we propose a numerical algorithm for efficient and robust solution of a sequence of shifted Hessenberg linear systems. In particular, we show how the frequency response 𝒢(σ) =
d
-
C
(
A
-σ I)
-1
b
in the single input case can be computed more efficiently than with other state-of-the-art methods. We also provide a backward stability analysis of the proposed algorithm.
Funder
Ministarstvo Obrazovanja, Znanosti i Sporta
Division of Mathematical Sciences
Air Force Office of Scientific Research
Publisher
Association for Computing Machinery (ACM)
Subject
Applied Mathematics,Software
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