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Table 1 DRK-SLS
Algorithm
DRK-SLS Algorithm:(input:I q ; A q ; B q ; C q ; D q ; S q ;
output:V r q ;
Z r q Þ
Switch q
1/*Choose the Initial Interpolation points*/
s i q for i q ¼ 1tor q
2/*Construction of the matrices V q and Z q by the dual rational-
Krylov based method*/
for k q =1tor q
if k q :=1
v0 q ¼ ðð A q s q I q Þ 1
B q
v0 q ¼ v0 q = norm ð v0 q ; 0 fro 0 Þ
V q ð:;
Þ ¼ v0 q
z0 q ¼ ðð
1
I q Þ T
A q
s q
C q
z0 q ; 0 fro 0 Þ
z0 q ¼ z0 q =
norm
ð
Z q ð:; 1 Þ ¼ z0 q
else
v q ð:; k Þ ¼ ðð A q s q I q Þ 1
B q
v q ð:; k Þ ¼ v q ð:; k Þ V q ð:; k 1 Þ V q ð:; k 1 Þ
T
v q ð:; k Þ
V q ð:; k Þ ¼v q ð:; k Þ= norm ð v q ð:; k Þ; 0 fro 0 Þ
z q ð:; k Þ ¼ ðð A q s q I q Þ T
C q
T
z q ð:;
k
Þ ¼ z q ð:;
k
Þ
Z q ð:;
k
1
Þ
Z q ð:;
k
1
Þ
z q ð:;
k
Þ
Z q ð:; k Þ ¼ z q ð:; k Þ= norm ð z q ð:; k Þ; 0 fro 0 Þ
End if
End for
End Switch
Step 2: Compute the V r q and Z r q bases with Rational Krylov subspaces, such as
the condition of biorthogonalithy is satis
ed :
V r q Þ 1 Z r q Þ
Z r q
ðð
V r q ¼
I r q :
ð
20
Þ
The parameters of the reduced system can be obtained by the congruence
transformation:
A r q ¼
Z1A q V q ;
B r q ¼
Z1B q ;
C r q ¼
C q V q ;
D r q ¼
D q
Z q V q Þ ð 1 Þ
Z q Þ:
where
;
Z1
¼ ðð
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