Large-Scale Computation of L∞{\mathcal L}_\infty-Norms by a Greedy Subspace Method

We are concerned with the computation of the ${\mathcal L}_\infty$-norm for an ${\mathcal L}_\infty$-function of the form $H(s) = C(s) D(s)^{-1} B(s)$, where the middle factor is the inverse of a meromorphic matrix-valued function, and $C(s),\, B(s)$ are meromorphic functions mapping to short-and-fat and tall-and-skinny matrices, respectively. For instance, transfer functions of descriptor systems and delay systems fall into this family. We focus on the case where the middle factor is large-scale. We propose a subspace projection method to obtain approximations of the function $H$ where the middle factor is of much smaller dimension. The ${\mathcal L}_\infty$-norms are computed for the resulting reduced functions, then the subspaces are refined by means of the optimal points on the imaginary axis where the ${\mathcal L}_\infty$-norm of the reduced function is attained. The subspace method is designed so that certain Hermite interpolation properties hold between the largest singular values of the original and reduced functions. This leads to a locally superlinearly convergent algorithm with respect to the subspace dimension, which we prove and illustrate on various numerical examples.Comment: 23 pages, 3 figure

Measuring the stability of spectral clustering

As an indicator of the stability of spectral clustering of an undirected weighted graph into $k$ clusters, the $k$th spectral gap of the graph Laplacian is often considered. The $k$th spectral gap is characterized in this paper as an unstructured distance to ambiguity, namely as the minimal distance of the Laplacian to arbitrary symmetric matrices with vanishing $k$th spectral gap. As a conceptually more appropriate measure of stability, the structured distance to ambiguity of the $k$-clustering is introduced as the minimal distance of the Laplacian to Laplacians of graphs with the same vertices and edges but with weights that are perturbed such that the $k$th spectral gap vanishes. To compute a solution to this matrix nearness problem, a two-level iterative algorithm is proposed that uses a constrained gradient system of matrix differential equations in the inner iteration and a one-dimensional optimization of the perturbation size in the outer iteration. The structured and unstructured distances to ambiguity are compared on some example graphs. The numerical experiments show, in particular, that selecting the number $k$ of clusters according to the criterion of maximal stability can lead to different results for the structured and unstructured stability indicators

Mixed control of vibrational systems

We consider new performance measures for vibrational systems based on the $H_2$ norm of linear time invariant systems. New measures will be used as an optimization criterion for the optimal damping of vibrational systems. We consider both theoretical and concrete cases in order to show how new measures stack up against the standard measures. The quality and advantages of new measures as well as the behaviour of optimal damping positions and corresponding damping viscosities are illustrated in numerical experiments

Semi-active H∞\mathcal{H}_{\infty} damping optimization by adaptive interpolation

In this work we consider the problem of semi-active damping optimization of mechanical systems with fixed damper positions. Our goal is to compute a damping that is locally optimal with respect to the $\mathcal{H}_\infty$-norm of the transfer function from the exogenous inputs to the performance outputs. We make use of a new greedy method for computing the $\mathcal{H}_\infty$-norm of a transfer function based on rational interpolation. In this paper, this approach is adapted to parameter-dependent transfer functions. The interpolation leads to parametric reduced-order models that can be optimized more efficiently. At the optimizers we then take new interpolation points to refine the reduced-order model and to obtain updated optimizers. In our numerical examples we show that this approach normally converges fast and thus can highly accelerate the optimization procedure. Another contribution of this work are heuristics for choosing initial interpolation points

Extended and improved criss-cross algorithms for computing the spectral value set abscissa and radius

In this paper, we extend the original criss-cross algorithms for computing the $\varepsilon$-pseudospectral abscissa and radius to general spectral value sets. By proposing new root-finding-based strategies for the horizontal/radial search subphases, we significantly reduce the number of expensive Hamiltonian eigenvalue decompositions incurred, which typically translates to meaningful speedups in overall computation times. Furthermore, and partly necessitated by our root-finding approach, we develop a new way of handling the singular pencils or problematic interior searches that can arise when computing the $\varepsilon$-spectral value set radius. Compared to would-be direct extensions of the original algorithms, that is, without our additional modifications, our improved criss-cross algorithms are not only noticeably faster but also more robust and numerically accurate, for both spectral value set and pseudospectral problems.Comment: Final versio

www.mpi-magdeburg.mpg.de/preprints A STRUCTURED PSEUDOSPECTRAL METHOD FOR H∞-NORM COMPUTATION OF LARGE-SCALE DESCRIPTOR SYSTEMS

Abstract. In this paper we discuss the problem of computing the H∞-norms of transfer functions associated to large-scale descriptor systems. We exploit the relationship between the H∞-norm and the structured complex stability radius of the corresponding system pencil. To compute the structured stability radius we consider so-called structured pseudospectra. Namely, we have to find the pseudospectrum touching the imaginary axis. Therefore, we set up an iteration over the real part of the rightmost pseudoeigenvalue. For that we use a new fast iterative scheme which is based on certain rank-1 perturbations of the system pencil. Finally, we analyze the performance of our algorithm by using real-world examples. Key words. Descriptor systems, H ∞ control, iterative methods, pseudospectra, sparse matrices, stability of linear systems. 1. Introduction and Preliminaries. In this paper we consider linear timeinvariant descriptor systems of the form E ˙x(t) = Ax(t) + Bu(t), y(t) = Cx(t), (1.1