Adaptive rational Krylov subspaces for large-scale dynamical systems

From MaRDI portal
Publication:411672

DOI10.1016/j.sysconle.2011.04.013zbMath1236.93035OpenAlexW2086590360MaRDI QIDQ411672

Valeria Simoncini, Vladimir Druskin

Publication date: 30 April 2012

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2011.04.013




Related Items

A global rational Arnoldi method for model reductionNull space correction and adaptive model order reduction in multi-frequency Maxwell's problemA preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equationsAn adaptive rational block Lanczos-type algorithm for model reduction of large scale dynamical systemsNew Algorithms for Computing the Real Structured Pseudospectral Abscissa and the Real Stability Radius of Large and Sparse MatricesLow rank methods for a class of generalized Lyapunov equations and related issuesAdaptive model order reduction for the Jacobian calculation in inverse multi-frequency problem for Maxwell's equationsADI iteration for Lyapunov equations: A tangential approach and adaptive shift selectionA model reduction method in large scale dynamical systems using an extended-rational block Arnoldi methodAn extended-rational Arnoldi method for large matrix exponential evaluationsFrom Low-Rank Approximation to a Rational Krylov Subspace Method for the Lyapunov EquationComputational Methods for Linear Matrix EquationsNumerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded DataModel order reduction for linear and nonlinear systems: a system-theoretic perspectiveA computational global tangential Krylov subspace method for model reduction of large-scale MIMO dynamical systemsModel Order Reduction for Differential-Algebraic Equations: A SurveyBalanced truncation-rational Krylov methods for model reduction in large scale dynamical systemsAn extended Krylov subspace model-order reduction technique to simulate wave propagation in unbounded domainsDerivative-extended time domain reduction for coupled systems using Chebyshev expansionRational Krylov for Stieltjes matrix functions: convergence and pole selectionA black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functionsMatrix equation solving of PDEs in polygonal domains using conformal mappingsComputationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equationsLow-rank updates and divide-and-conquer methods for quadratic matrix equationsOn rational Krylov and reduced basis methods for fractional diffusionA new subspace iteration method for the algebraic Riccati equationAdaptive-order rational Arnoldi-type methods in computational electromagnetismContinuation of probability density functions using a generalized Lyapunov approachThe Short-Term Rational Lanczos Method and ApplicationsA Rosenbrock framework for tangential interpolation of port-Hamiltonian descriptor systemsA Unifying Framework for Interpolatory \({\boldsymbol{\mathcal{L}_2}}\)-Optimal Reduced-Order ModelingAn Efficient Reduced Basis Solver for Stochastic Galerkin Matrix EquationsImproved ParaDiag via low-rank updates and interpolationAnalysis of the parareal algorithm for linear parametric differential equationsA Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR ProblemsOn the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspacesAdaptive Rational Krylov Methods for Exponential Runge–Kutta IntegratorsIterative and doubling algorithms for Riccati‐type matrix equations: A comparative introductionInexact rational Krylov Subspace methods for approximating the action of functions of matricesA low-rank approach to the solution of weak constraint variational data assimilation problemsAn Efficient Block Rational Krylov Solver for Sylvester Equations with Adaptive Pole SelectionAN ITERATIVE MODEL ORDER REDUCTION METHOD FOR LARGE-SCALE DYNAMICAL SYSTEMSThe intrinsic Toeplitz structure and its applications in algebraic Riccati equationsA parameterised model order reduction method for parametric systems based on Laguerre polynomialsInexact methods for the low rank solution to large scale Lyapunov equationsKrylov subspace methods for projected Lyapunov equationsAn output error bound for time-limited balanced truncationOrder Reduction Methods for Solving Large-Scale Differential Matrix Riccati EquationsOn the convergence of Krylov methods with low-rank truncationsMatrix Oriented Reduction of Space-Time Petrov-Galerkin Variational ProblemsAdaptive control and signal processing literature survey (No. 27)RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equationsA Low-Rank Matrix Equation Method for Solving PDE-Constrained Optimization ProblemsOn some properties of the extended block and global Arnoldi methods with applications to model reductionBalanced truncation model order reduction in limited time intervals for large systemsAn adaptive block tangential method for multi-input multi-output dynamical systemsResidual-based iterations for the generalized Lyapunov equationIterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equationsFrequency-Limited Balanced Truncation with Low-Rank ApproximationsThe ADI iteration for Lyapunov equations implicitly performsH2pseudo-optimal model order reductionFrequency- and time-limited balanced truncation for large-scale second-order systemsNumerical computation and new output bounds for time-limited balanced truncation of discrete-time systemsMatrix equation techniques for certain evolutionary partial differential equationsRobust Linear Stability Analysis and a New Method for Computing the Action of the Matrix ExponentialA fast algorithm for parabolic PDE-based inverse problems based on Laplace transforms and flexible Krylov solversFunctions of rational Krylov space matrices and their decay propertiesA tangential method for the balanced truncation in model reductionInheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equationsApproximate residual-minimizing shift parameters for the low-rank ADI iterationNonlinear Least-Squares Approach for Large-Scale Algebraic Riccati EquationsBalanced truncation model reduction for linear time-varying systemsAnalysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati EquationsA tangential block Lanczos method for model reduction of large-scale first and second order dynamical systemsOn error estimation for reduced-order modeling of linear non-parametric and parametric systemsComputing Eigenvalues of Real Symmetric Matrices with Rational Filters in Real ArithmeticRational Krylov approximation of matrix functions: Numerical methods and optimal pole selectionAn ultraweak space-time variational formulation for the wave equation: Analysis and efficient numerical solutionOn the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solversBalanced truncation for reduced-order modeling of piezoelectric tonpilz transducer on the limited frequency intervalA matrix rational Lanczos method for model reduction in large‐scale first‐ and second‐order dynamical systems


Uses Software


Cites Work