Abstract
In this paper, we describe some recent developments in the use of projection methods to produce a reduced-order model for a linear time-invariant dynamical system which approximates its frequency response. We give an overview of the family of Rational Krylov methods and compare them with “near-optimal” approximation methods based on balancing transformations.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
L.A. Aguirre (1993), Quantitative measure of modal dominance for continuous systems, In 32nd IEEE Conf. Dec. Contr., San Antonio, TX.
B.D.O. Anderson and A.C. Antoulas (1990), Rational interpolation and state variable realizations, Lin. Alg. & Appl. 137/138, pp. 479–509.
G. A. Baker Jr. (1975), Essentials of Padé Approximants, New York, Academic Press.
D.L. Boley (1994), Krylov space methods on state-space control models, Circ. Syst. & Signal Process. 13, pp. 733–758.
D. Bonvin and D.A. Mellichamp (1982), A unified derivation and critical review of modal approaches to model reduction, Int. J. Contr. 35, pp. 829–848.
C. Brezinski (1980), Padé-Type Approximation and General Orthogonal Polynomials, ISNM 50, Basel, Birkhäuser.
P. Feldman and R.W. Freund (1995), Efficient linear circuit analysis by Padé approximation via the Lanczos process, IEEE Trans. Computer-Aided Design 14, pp. 639–649.
K. Gallivan, E. Grimme and P. Van Dooren (1994), Asymptotic waveform evaluation via a Lanczos method, Appl. Math. Lett. 7, pp. 75–80.
K. Gallivan, E. Grimme and P. Van Dooren (1994), Padé Approximation of large-scale dynamic systems with Lanczos methods, Proc. 33rd IEEE Conf. Dec. Contr., Lake Buena Vista, FL.
K. Gallivan, E. Grimme and P. Van Dooren (1995), A rational Lanczos method for model reduction, Numer. Algorithms 12, pp. 33–63.
K. Glover (1984), All optimal Hankel norm approximations of linear time multivariable systems and their L∞-error bounds, Int. J. Contr. 39, pp. 1115–1193.
W.B. Gragg and A. Lindquist (1983), On the partial realization problem, Linear Algebra & Appl. 50, pp. 277–319.
E. Grimme, D. Sorensen and P. Van Dooren (1995), Model reduction of state space systems via an implicitly restarted Lanczos method, Numer. Algorithms 12, pp. 1–31.
E. Grimme (1997), Krylov Projection Methods for Model Reduction, PhD thesis, University of Illinois at Urbana-Champaign, IL.
E. Grimme, K. Gallivan and P. Van Dooren (1998), On Some Recent Developments in Projection-based Model Reduction, In ENUMATH 97, 2nd European Conference on Numerical Mathematics and Advanced Applications, H.G. Bock, F. Brezzi, R. Glowinski, G. Kanschat, Yu.A. Kuznetsov, J. Périaux, R. Rannacher (eds.), World Scientific Publishing, Singapore.
H.M. Kim and R.R. Craig Jr. (1998), Structural dynamics analysis using an unsymmetric block Lanczos algorithm, Int. J. Numer. Methods in Eng. 26, pp. 2305–2318.
C.B. Moler and G.W. Stewart (1973), An algorithm for the generalized matrix eigenvalue problem, SIAM Num. Anal. 10, pp. 241–256.
B.C. Moore (1981), Principal component analysis in linear systems: controllability, observability and model reduction, IEEE Trans. Aut. Contr. 26, pp. 17–32.
B. Nour-Omid and R.W. Clough (1984), Dynamic analysis of structures using Lanczos coordinates, Earthquake Eng. and Struc. Dyn. 12, pp. 565–577.
T. Penzl (1998), A Cyclic Low Rank Smith Method for Large Sparse Lyapunov Equations with Applications in Model Reduction and Optimal Control, T.U. Chemnitz, Dept. Mathematics, Preprint SFB393/98-6.
A. Ruhe (1994), Rational Krylov algorithms for nonsymmetric eigenvalue problems II: matrix pairs, Lin. Alg. & Appl. 197, pp. 283–295.
Y. Shamash (1975), Model reduction using the Routh stability criterion and the Padé approximation technique, Int. J. Control 21, pp. 475–484.
Y. Shamash (1981), Viability of methods for computing stable reduced-order models, IEEE Trans. Aut. Contr. 26, pp. 1285–1286.
T.-J. Su and R.R. Craig Jr. (1992), Krylov vector methods for model reduction and control of flexible structures, Advances in Control and Dynamic Systems 54, pp. 449–481.
P. Van Dooren (1992), Numerical linear algebra techniques for large scale matrix problems in systems and control, Proc. 31st IEEE Conf. Dec. Contr., Tucson, AZ.
C.D. Villemagne and R.E. Skelton (1987), Model reduction using a projection formulation, Int. J. Control 46, pp. 2141–2169.
P. Wortelboer (1994), Frequency-weighted Balanced Reduction of Closed-loop Mechanical Servo-systems: Theory and Tools, Ph.D. Thesis, T.U. Delft, The Netherlands.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1999 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Gallivan, K.A., Grimme, E., Van Dooren, P.M. (1999). Model Reduction of Large-Scale Systems Rational Krylov Versus Balancing Techniques. In: Bulgak, H., Zenger, C. (eds) Error Control and Adaptivity in Scientific Computing. NATO Science Series, vol 536. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-4647-0_9
Download citation
DOI: https://doi.org/10.1007/978-94-011-4647-0_9
Publisher Name: Springer, Dordrecht
Print ISBN: 978-0-7923-5809-1
Online ISBN: 978-94-011-4647-0
eBook Packages: Springer Book Archive