Efficient solution of large scale Lyapunov and Riccati equations arising in model order reduction problems

PAMM ◽  
2008 ◽  
Vol 8 (1) ◽  
pp. 10085-10088 ◽  
Author(s):  
Jens Saak ◽  
Peter Benner
Author(s):  
Rishabh Singhal ◽  
Yashonidhi Srivastava ◽  
Shini Agarwal ◽  
Abhimanyu Kumar ◽  
Souvik Ganguli

2017 ◽  
Vol 59 (1) ◽  
pp. 115-133
Author(s):  
K. MOHAMED ◽  
A. MEHDI ◽  
M. ABDELKADER

We present a new iterative model order reduction method for large-scale linear time-invariant dynamical systems, based on a combined singular value decomposition–adaptive-order rational Arnoldi (SVD-AORA) approach. This method is an extension of the SVD-rational Krylov method. It is based on two-sided projections: the SVD side depends on the observability Gramian by the resolution of the Lyapunov equation, and the Krylov side is generated by the adaptive-order rational Arnoldi based on moment matching. The use of the SVD provides stability for the reduced system, and the use of the AORA method provides numerical efficiency and a relative lower computation complexity. The reduced model obtained is asymptotically stable and minimizes the error ($H_{2}$and$H_{\infty }$) between the original and the reduced system. Two examples are given to study the performance of the proposed approach.


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