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Rational Krylov for eigenvalue computation and model order reduction
KTH, School of Computer Science and Communication (CSC), Numerical Analysis, NA.
2006 (English)In: BIT Numerical Mathematics, ISSN 0006-3835, E-ISSN 1572-9125, Vol. 46, S99-S111 p.Article in journal (Refereed) Published
Abstract [en]

A rational Krylov algorithm for eigenvalue computation and model order reduction is described. It is shown how to implement it as a modified shift-and-invert spectral transformation Arnoldi decomposition. It is shown how to do deflation, locking converged eigenvalues and purging irrelevant approximations. Computing reduced order models of linear dynamical systems by moment matching of the transfer function is considered. Results are reported from one illustrative toy example and one practical example, a linear descriptor system from a computational fluid dynamics application.

Place, publisher, year, edition, pages
2006. Vol. 46, S99-S111 p.
Keyword [en]
eigenvalue computation, moment matching, Krylov sequence, stability
National Category
Computer and Information Science
Identifiers
URN: urn:nbn:se:kth:diva-41387DOI: 10.1007/s10543-006-0085-9ISI: 000243196000009Scopus ID: 2-s2.0-33750924590OAI: oai:DiVA.org:kth-41387DiVA: diva2:444452
Note
QC 20110929. Conference: Bjorn Engquist Conference. Royal Inst Technol, Stockholm, SWEDEN. JUN 16-17, 2005Available from: 2011-09-29 Created: 2011-09-27 Last updated: 2017-12-08Bibliographically approved

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