Computing a partial Schur factorization of nonlinear eigenvalue problems using the infinite Arnoldi method

The partial Schur factorization can be used to represent several eigenpairs of a matrix in a numerically robust way. Different adaptions of the Arnoldi method are often used to compute partial Schur factorizations. We propose here a technique to compute a partial Schur factorization of a nonlinear eigenvalue problem (NEP). The technique is an extension of our algorithm from [E. Jarlebring, W. Michiels, and K. Meerbergen, Numer. Math., 122 (2012), pp. 169-195], now called the infinite Arnoldi method. The infinite Arnoldi method is a method designed for NEPs, and can be interpreted as Arnoldi's method applied to a linear infinite-dimensional operator, whose reciprocal eigenvalues are the solutions to the NEP. As a first result we show that the invariant pairs of the operator are equivalent to invariant pairs of the NEP. We characterize the structure of the invariant pairs of the operator and show how one can carry out a modification of the infinite Arnoldi method by respecting the structure. This also allows us to naturally add the feature known as locking. We nest this algorithm with an outer iteration, where the infinite Arnoldi method for a particular type of structured functions is appropriately restarted. The restarting exploits the structure and is inspired by the well-known implicitly restarted Arnoldi method for standard eigenvalue problems. The final algorithm is applied to examples from a benchmark collection, showing that both processing time and memory consumption can be considerably reduced with the restarting technique. © 2014 Society for Industrial and Applied Mathematics.status: publishe