Approximate implicit subspace iteration with alternating directions for LTI system model reduction

DOI10.1002/nla.602zbMath1212.65258OpenAlexW2106074077MaRDI QIDQ3588944

Yunkai Zhou, Danny C. Sorensen

Publication date: 10 September 2010

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.602

zbMATH Keywords

numerical resultsLyapunov equationsalternating directions implicit methodbalanced model reductiondominant eigensubspaceimplicit subspace iterationlinear time-invariant system model reductionprojected matrix equationQR updatessingular value decomposition updates

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Matrix equations and identities (15A24) System structure simplification (93B11) Iterative numerical methods for linear systems (65F10)

Related Items

From Low-Rank Approximation to a Rational Krylov Subspace Method for the Lyapunov Equation, A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line, On optimality of approximate low rank solutions of large-scale matrix equations, Balanced truncation model reduction in approximation of nabla difference-based discrete-time fractional-order systems, Modeling of discrete-time fractional-order state space systems using the balanced truncation method

Uses Software

• eigs
• ARPACK
• JDQZ
• IRAM

Cites Work

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• Approximation of Large-Scale Dynamical Systems