Model reduction of state space systems via an implicitly restarted Lanczos method |
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| Authors: | E J Grimme D C Sorensen P Van Dooren |
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| Institution: | (1) Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, 61801 Urbana, IL, USA;(2) Computational and Applied Mathematics Department, Rice University, 77251 Houston, TX, USA |
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| Abstract: | The nonsymmetric Lanczos method has recently received significant attention as a model reduction technique for large-scale systems. Unfortunately, the Lanczos method may produce an unstable partial realization for a given, stable system. To remedy this situation, unexpensive implicit restarts are developed which can be employed to stabilize the Lanczos generated model.This work was supported in part by ARPA (US Army ORA4466.01), by ARPA (Grant 60NANB2D1272), by the Department of Energy (Contract DE-FG0f-91ER25103) and by the National Science Foundation (Grants CCR-9209349 and CCR-9120008). |
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| Keywords: | State space systems model reduction nonsymmetric Lanczos method eigenvalues implicit restarting |
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