Model reduction of state space systems via an implicitly restarted Lanczos method

DOI10.1007/BF02141739zbMath0870.65052MaRDI QIDQ1921318

Danny C. Sorensen, E. Grimme, Paul Van Dooren

Publication date: 17 September 1997

Published in: Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

algorithmeigenvaluesLanczos methodmodel reductionimplicit restartingmatrix-vector multiplicationssingle input-single output system

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) General systems theory (93A99) Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

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• On the partial realization problem
• An analysis of the HR algorithm for computing the eigenvalues of a matrix
• Eigenvalues of Ax=lambdaBx for real symmetric matrices A and B computed by reduction to a pseudosymmetric form and the HR process
• The stability and instability of partial realizations
• QMR: A quasi-minimal residual method for non-Hermitian linear systems
• Adaptive control of the radial servo system of a compact disc player
• Declarative operations on nets
• Asymptotic waveform evaluation via a Lanczos method
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Model reduction of state space systems via an implicitly restarted Lanczos method
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• FF-Padé method of model reduction in frequency domain
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• On the similarity transformation to tridiagonal form
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Reduction to Tridiagonal Form and Minimal Realizations
• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms, Part I
• Stable reduced-order models using Padé-type approximations
• Model reduction using the Routh stability criterion and the Padé approximation technique
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms. Part II
• Oblique Production Methods for Large Scale Model Reduction
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• The Rotation of Eigenvectors by a Perturbation. III

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Uses Software

• eigs
• IRAM
• Algorithm 432

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