scholarly journals Low-rank iterative methods for periodic projected Lyapunov equations and their application in model reduction of periodic descriptor systems

2014 ◽  
Vol 67 (3) ◽  
pp. 669-690 ◽  
Author(s):  
Peter Benner ◽  
Mohammad-Sahadet Hossain ◽  
Tatjana Stykel
2017 ◽  
Vol 2017 ◽  
pp. 1-11 ◽  
Author(s):  
Mohammad-Sahadet Hossain ◽  
M. Monir Uddin

We have presented the efficient techniques for the solutions of large-scale sparse projected periodic discrete-time Lyapunov equations in lifted form. These types of problems arise in model reduction and state feedback problems of periodic descriptor systems. Two most popular techniques to solve such Lyapunov equations iteratively are the low-rank alternating direction implicit (LR-ADI) method and the low-rank Smith method. The main contribution of this paper is to update the LR-ADI method by exploiting the ideas of the adaptive shift parameters computation and the efficient handling of complex shift parameters. These approaches efficiently reduce the computational cost with respect to time and memory. We also apply these iterative Lyapunov solvers in balanced truncation model reduction of periodic discrete-time descriptor systems. We illustrate numerical results to show the performance and accuracy of the proposed methods.


SIAM Review ◽  
2004 ◽  
Vol 46 (4) ◽  
pp. 693-713 ◽  
Author(s):  
Jing-Rebecca Li ◽  
Jacob White
Keyword(s):  
Low Rank ◽  

2021 ◽  
Vol 8 (3) ◽  
pp. 526-536
Author(s):  
L. Sadek ◽  
◽  
H. Talibi Alaoui ◽  

In this paper, we present a new approach for solving large-scale differential Lyapunov equations. The proposed approach is based on projection of the initial problem onto an extended block Krylov subspace by using extended nonsymmetric block Lanczos algorithm then, we get a low-dimensional differential Lyapunov matrix equation. The latter differential matrix equation is solved by the Backward Differentiation Formula method (BDF) or Rosenbrock method (ROS), the obtained solution allows to build a low-rank approximate solution of the original problem. Moreover, we also give some theoretical results. The numerical results demonstrate the performance of our approach.


2020 ◽  
Vol 60 (4) ◽  
pp. 1221-1259 ◽  
Author(s):  
Patrick Kürschner ◽  
Melina A. Freitag

Author(s):  
Cristian Ianculescu ◽  
Lonny L. Thompson

Parallel iterative methods for fast solution of large-scale acoustic radiation and scattering problems are developed using exact Dirichlet-to-Neumann (DtN), nonreflecting boundaries. A separable elliptic nonreflecting boundary is used to efficiently model unbounded regions surrounding elongated structures. We exploit the special structure of the non-local DtN map as a low-rank update of the system matrix to efficiently compute the matrix-by-vector products found in Krylov subspace based iterative methods. For the complex non-hermitian matrices resulting from the Helmholtz equation, we use a distributed-memory parallel BICG-STAB iterative method in conjunction with a parallel Jacobi preconditioner. Domain decomposition with interface minimization was performed to ensure optimal interprocessor communication. For the architectures tested, and using the MPICH version of MPI, we show that when implemented as a low-rank update, the non-local character of the DtN map does not signicantly decrease the scale up and parallel eciency versus a purely approximate local boundary condition.


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