The Hamiltonian Extended Krylov Subspace Method

Peter Benner, Heike Faßbender, Michel-Niklas Senn

An algorithm for constructing a $J$-orthogonal basis of the extended Krylov subspace ${\mathcal{K}}_{r,s}=\mathrm{range}\{u,Hu,H^{2}u,$ $\dots ,$ $H^{2r-1}u, H^{-1}u, H^{-2}u,…