摘要

In this paper, we first introduce a kth-order Krylov subspace G(n)(A(j); u) based on a square matrix sequence {A(j)} and a vector u. Then we present a kth-order Arnoldi procedure for generating an orthonormal basis of G(n)(A(j); u). By applying the projection technique, we derive a structure-preserving kth-order Arnoldi method for reduced-order modelling of the large-scale kth-order linear dynamical system. Applications to polynomial eigenvalue problems are also included. Numerical experiments report the effectiveness of this method.