A note on shifted Hessenberg systems and frequency response computation
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.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- Dec 01, 2011
- Source ID
- 10.1145/2049673.2049676
Entities
People
- Christopher Beattie
- Serkan Gugercin
- Zlatko Drmač
Organizations
- Air Force Office of Scientific Research
- Ministry of Science and Education
- National Science Foundation Division of Mathematical Sciences
- University of Zagreb
- Virginia Tech