A two-directional Arnoldi process and its application to parametric model order reduction

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:226

Article; Proceedings Paper

Li, Yung-Ta¹  Bai, Zhaojun^1,2  Su, Yangfeng³ 

[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA

[2] Univ Calif Davis, Dept Comp Sci, Davis, CA 95616 USA

[3] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China

关键词: Krylov subspace;    Arnoldi process;    Parameterized systems;    Model order reduction;    Projective techniques;   

DOI  :  10.1016/j.cam.2008.05.059

来源: Elsevier

【 摘 要 】

We consider a two-directional Krylov subspace K-k(A([j]), b([j])), where besides the dimensionality k of the subspace increases, the matrix A([j]) and vector b([j]) which induce the subspace may also augment. Specifically, we consider the case where the matrix A([j]) and the vector b([j]) are augmented by block triangular bordering. We present a two-directional Arnoldi process to efficiently generate a sequence of orthonormal bases Q(k)([j]) of the Krylov subspaces. The concept of a two-directional Krylov subspace and an Arnoldi process is triggered by the need of a multiparameter moment-matching based model order reduction technique for parameterized linear dynamical systems. Numerical examples illustrate computational efficiency and flexibility of the proposed two-directional Arnoldi process. (c) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

Free