Two Modified Iterative Rational Krylov Algorithms for Optional H2 Model Reduction

摘要：

We develop a new method to generate a first-order Krylov real subspace efficiently. The computational complexity can be reduced almost half compared with the existing methods. Using the new method, we propose two modified iterative algorithms for optimal H2 model reduction, which keep the same good properties as the original ones, such as the optimal H2 solution, stability or first-order necessary conditions for H2 optimality. Both of the algorithms are numerically effective and suited for large-scale problem, which can be verified in the numerical example.

关键词： Model reduction H2 approzimation Rational Krylov Interpolation

作者: Yue An Chuan-Qing Gu

作者单位: Department of Mathematics, Shanghai University, Shanghai ,China 200466

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 445-448

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）