Two algorithms for fast and accurate passivity-preserving model order reduction

Abstract

This paper presents two recently developed algorithms for efficient model order reduction. Both algorithms enable the fast solution of continuous-time algebraic Riccati equations (CAREs) that constitute the bottleneck in the passivity-preserving balanced stochastic truncation (BST). The first algorithm is a Smith-method-based Newton algorithm, called Newton/Smith CARE, that exploits low-rank matrices commonly found in physical system modeling. The second algorithm is a project-and-balance scheme that utilizes dominant eigenspace projection, followed by a simultaneous solution of a pair of dual CAREs through completely separating the stable and unstable invariant subspaces of a Hamiltonian matrix. The algorithms can be applied individually or together. Numerical examples show the proposed algorithms offer significant computational savings and better accuracy in reduced-order models over those from conventional schemes. © 2006 IEEE.