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A goal-oriented dual LRCF-ADI for balanced truncation / Peter Benner, Patrick Kürschner, Jens Saak
VerfasserBenner, Peter ; Kürschner, Patrick ; Saak, Jens
KörperschaftMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, January 5, 2012
Umfang1 Online-Ressource (15 Seiten = 0,39 MB) : Diagramme
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 12-01
URNurn:nbn:de:gbv:3:2-63924 
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A goal-oriented dual LRCF-ADI for balanced truncation [0.39 mb]
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Abstract: In this contribution we propose a novel dual Lyapunov solver that computes low rank factors of the reachability and observability Gramians of a control system simultaneously. This is especially helpful in balanced truncation model order reduction applications where the singular values of the product of these Gramian factors are the basis of the truncation process. For stopping the dual iteration scheme we therefore propose a tailored stopping criterion aiming at the accurate computation of these singular values.