We implement an eigenvalue solving algorithm proposed by Ng and Trench, specialized for Toeplitz(-like) matrices, utilizing root finding in conjunction with an iteratively calculated version of the characteristic polynomial. The solver also yields corresponding eigenvectors as a free bi-product. We combine the algorithm with matrix-less methods in order to yield eigenvector approximations, and examine its behavior both regarding demands for time and computational power. The algorithm is fully parallelizable, and although solving of all eigenvalues to the bi-Laplacian discretization matrix - which we used as a model matrix - is not superior to standard methods, we see promising results when using it as an eigenvector solver, using eigenvector approximations from standard solvers or a matrix-less method. We also note that an advantage of the algorithm we examine is that it can calculate singular, specific eigenvalues (and the corresponding eigenvectors), anywhere in the spectrum, whilst standard solvers often have to calculate all eigenvalues, which could be a useful feature. We conclude that - while the algorithm shows promising results - more experiments are needed, and propose a number of topics which could be studied further, e.g. different matrices (Toeplitz-like, full), and looking at even larger matrices.

Rational Krylov methods for model order reduction are studied. A dual rational Arnoldi method for model order reduction and a rational Krylov method for model order reduction and eigenvalue computation have been implemented. It is shown how to deflate redundant or unwanted vectors and how to obtain moment matching. Both methods are designed for generalised state space systems---the former for multiple-input-multiple-output (MIMO) systems from finite element discretisations and the latter for single-input-single-output (SISO) systems---and applied to relevant test problems. The dual rational Arnoldi method is designed for generating real reduced order systems using complex shift points and stabilising a system that happens to be unstable. For the rational Krylov method, a forward error in the recursion and an estimate of the error in the approximation of the transfer function are studie. A stability analysis of a heat exchanger model is made. The model is a nonlinear partial differential-algebraic equation (PDAE). Its well-posedness and how to prescribe boundary data is investigated through analysis of a linearised PDAE and numerical experiments on a nonlinear DAE. Four methods for generating reduced order models are applied to the nonlinear DAE and compared: a Krylov based moment matching method, balanced truncation, Galerkin projection onto a proper orthogonal decomposition (POD) basis, and a lumping method. / QC 20101013

<p>Rational Krylov methods for model order reduction are studied. A dual rational Arnoldi method for model order reduction and a rational Krylov method for model order reduction and eigenvalue computation have been implemented. It is shown how to deflate redundant or unwanted vectors and how to obtain moment matching. Both methods are designed for generalised state space systems---the former for multiple-input-multiple-output (MIMO) systems from finite element discretisations and the latter for single-input-single-output (SISO) systems---and applied to relevant test problems. The dual rational Arnoldi method is designed for generating real reduced order systems using complex shift points and stabilising a system that happens to be unstable. For the rational Krylov method, a forward error in the recursion and an estimate of the error in the approximation of the transfer function are studie.</p><p>A stability analysis of a heat exchanger model is made. The model is a nonlinear partial differential-algebraic equation (PDAE). Its well-posedness and how to prescribe boundary data is investigated through analysis of a linearised PDAE and numerical experiments on a nonlinear DAE. Four methods for generating reduced order models are applied to the nonlinear DAE and compared: a Krylov based moment matching method, balanced truncation, Galerkin projection onto a proper orthogonal decomposition (POD) basis, and a lumping method.</p>