Two-sided Grassmann manifold algorithm for optimal ℋ2 model reduction

Summary We consider an optimal ℋ2 model reduction problem for large‐scale dynamical systems. The problem is formulated as a minimization problem over Grassmann manifold with two variables. This formulation allows us to develop a two‐sided Grassmann manifold algorithm, which is numerically efficient...

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Bibliographic Details
Published in:International journal for numerical methods in engineering 2015-12, Vol.104 (10), p.928-943
Main Authors: Zeng, Taishan, Lu, Chunyuan
Format: Article
Language:English
Subjects:
Grassmann manifold
manifold optimization
model reduction
stability
ℋ2 approximation
Online Access:Get full text
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Summary:Summary We consider an optimal ℋ2 model reduction problem for large‐scale dynamical systems. The problem is formulated as a minimization problem over Grassmann manifold with two variables. This formulation allows us to develop a two‐sided Grassmann manifold algorithm, which is numerically efficient and suitable for the reduction of large‐scale systems. The resulting reduced system preserves the stability of the original system. Numerical examples are presented to show that the proposed algorithm is computationally efficient and robust with respect to the selection of initial projection matrices. Copyright © 2015 John Wiley & Sons, Ltd.
ISSN:0029-5981
1097-0207
DOI:10.1002/nme.4948