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An improved numerical method for balanced truncation for symmetric second-order systems
Authors:Peter Benner  Jens Saak
Institution:Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Magdeburg, Germany
Abstract:We consider balanced truncation model order reduction for symmetric second-order systems. The occurring large-scale generalized and structured Lyapunov equations are solved with a specially adapted low-rank alternating directions implicit (ADI) type method. Stopping criteria for this iteration are investigated, and a new result concerning the Lyapunov residual within the low-rank ADI method is established. We also propose a goal-oriented stopping criterion which tries to incorporate the balanced truncation approach already during the ADI iteration. The model reduction approach using the ADI method with different stopping criteria is evaluated on several test systems.
Keywords:model order reduction  balanced truncation  alternating directions implicit  Lyapunov equations  second-order systems
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