Stability analysis of improved Two-level orthogonal Arnoldi procedure

Abstract

The SOAR method for computing an orthonormal basis of a second-order Krylov subspace can be numerically unstable (see Lu et al. (2016)). In the Two-level orthogonal Arnoldi(TOAR) procedure, an alternative to SOAR, the problem of instability had circumvented. A stability analysis of the second-order Krylov subspace's orthonormal basis in TOAR with respect to the coefficient matrices of a quadratic problem remain open; see Lu et al. (2016). This paper proposes the Improved-TOAR method(I-TOAR) and solves the said open problem for I-TOAR.