Skip to main content
Log in

On some properties of the extended block and global Arnoldi methods with applications to model reduction

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

The aim of the present paper is to give some new algebraic properties of the extended block and the extended global Arnoldi algorithms. These results are then applied on moment matching methods for model reductions in large-scale dynamical systems to get low-order models that approximate the original models by matching moments and Markov parameters at the same time. Some numerical examples are given to show the effectiveness of the methods on some benchmark tests.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bouyouli, R., Jbilou, K., Sadaka, R., Sadok, H.: Convergence properties of some block Krylov subspace methods for multiple linear systems. J. Comput. Appl. Math. 196, 498–511 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  2. Brezinski, C.: Computational Aspects of Linear Control. Kluwer, Dordrecht (2002)

    Book  MATH  Google Scholar 

  3. Druskin, V., Knizhnerman, L.: Extended Krylov subspaces: approximation of the matrix square root and related functions, SIAM. J. Matrix Anal. Appl. 3, 755–771 (1998)

    Article  MATH  Google Scholar 

  4. Druskin, V., Simoncini, V.: Adaptive rational Krylov subspaces for large-scale dynamical systems. Syst. Control Lett. 60(8), 546–560 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  5. Druskin, V., Lieberman, C., Zaslavsky, M.: On adaptive choice of shifts in rational Krylov subspace reduction of evolutionary problems. SIAM J. Sci. Comput. 32(5), 2485–2496 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  6. Gallivan, K., Grimme, E., Van Dooren, P.: A rational Lanczos algorithm for model reduction. Numer. Alg. 12, 33–63 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  7. Glover, K.: All optimal Hankel-norm approximations of linear multivariable systems and their L-infinity error bounds. Inter. J. Cont. 39, 1115–1193 (1984)

    Article  MATH  Google Scholar 

  8. Gugercin, S., Antoulas, A.C.: A survey of model reduction by balanced truncation and some new results. Int. J. Control. 77, 748–766 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  9. Gugercin, S., Antoulas, A.C., Beattie, C.: h 2 model reduction for large-scale dynamical systems. SIAM J. Matrix Anal. Appl. 30 (2), 609–638 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Heyouni, M., Jbilou, K.: Matrix Krylov subspace methods for large scale model reduction problems. App. Math. Comput. 181, 1215–1228 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  11. Heyouni, M., Jbilou, K.: An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation. Elect. Trans. Num. Anal. 33, 53–62 (2009)

    MathSciNet  MATH  Google Scholar 

  12. Heyouni, M.: Extended Arnoldi methods for large Sylvester matrix equations. App. Num. Math. 60(11), 1171–1182 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  13. Knizhnerman, L., Simoncini, V.: Convergence analysis of the Extended Krylov Subspace Method for the Lyapunov equation. Numer. Math. 118(3), 567–586 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  14. Mehrmann, V., Penzl, T.: Benchmark Collections in SLICOT. Technical Report SLWN1998- 5, 1 Working Note, ESAT, KU Leuven, K. Mercierlaan 94, Leuven-Heverlee, 3100, Belgium. http://www.win.tue.nl/niconet/NIC2/reports.html (1998)

  15. Moore, B.C.: Principal component analysis in linear systems: controllability, observability and model reduction. IEEE Trans. Automatic Contr. AC-26, 17–32 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  16. Simoncini, V.: A new iterative method for solving large-scale Lyapunov matrix equations. SIAM J. Sci. Comp. 29(3), 1268–1288 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  17. Van Dooren, P., Gallivan, K.A., Absil, P.A.: h 2-optimal model reduction of MIMO systems. Appl. Math. Lett. 21(12), 1267–1273 (2008)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to K. Jbilou.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Abidi, O., Heyouni, M. & Jbilou, K. On some properties of the extended block and global Arnoldi methods with applications to model reduction. Numer Algor 75, 285–304 (2017). https://doi.org/10.1007/s11075-016-0207-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-016-0207-7

Keywords

Mathematics Subject Classification (2010)

Navigation