AN EFFICIENT FREQUENCY-RESPONSE COMPUTATION USING ARNOLDI ALGORITHM

This paper is concerned with an efficient algorithm for the computatio n of frequency response matrices for single-input control systems of t he form C(jwI - A)-1b. A reduction of the matrix A is achieved using A rnoldi's algorithm where (jwI - H) remains in upper Hessenberg form of less dimension as w varies over a desired range. Simple and faster co mputation can then be used to solve an upper Hessenberg system of smal ler dimension.