2 research outputs found
A New Subspace Iteration method for the Algebraic Riccati Equation
We consider the numerical solution of the continuous algebraic Riccati
equation , with of low rank and large and
sparse. We develop an algorithm for the low rank approximation of by means
of an invariant subspace iteration on a function of the associated Hamiltonian
matrix. We show that the sought after approximation can be obtained by a low
rank update, in the style of the well known ADI iteration for the linear
equation, from which the new method inherits many algebraic properties.
Moreover, we establish new insightful matrix relations with emerging
projection-type methods, which will help increase our understanding of this
latter class of solution strategies.Comment: 25page
Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
In this paper, balancing based model order reduction (MOR) for large-scale
linear discrete-time time-invariant systems in prescribed finite time intervals
is studied. The first main topic is the development of error bounds regarding
the approximated output vector within the time limits. The influence of
different components in the established bounds will be highlighted. After that,
the second part of the article proposes strategies that enable an efficient
numerical execution of time-limited balanced truncation for large-scale
systems. Numerical experiments illustrate the performance of the proposed
techniques.Comment: 23 pages, 4 figure