- Tytuł:
- Efficient Numerical Algorithms for Balanced Stochastic Truncation
- Autorzy:
-
Benner, P.
Quintana-Orti, E. S.
Quintana-Orti, G. - Powiązania:
- https://bibliotekanauki.pl/articles/908055.pdf
- Data publikacji:
- 2001
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
algorytmy
metoda Newtona
model reduction
stochastic realization
balanced truncation
sign function method
Newton's method - Opis:
- We propose an efficient numerical algorithm for relative error model reduction based on balanced stochastic truncation. The method uses full-rank factors of the Gramians to be balanced versus each other and exploits the fact that for large-scale systems these Gramians are often of low numerical rank. We use the easy-to-parallelize sign function method as the major computational tool in determining these full-rank factors and demonstrate the numerical performance of the suggested implementation of balanced stochastic truncation model reduction.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2001, 11, 5; 1123-1150
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł