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Conference Paper: A fast Newton/Smith algorithm for solving algebraic Riccati equations and its application in model order reduction

TitleA fast Newton/Smith algorithm for solving algebraic Riccati equations and its application in model order reduction
Authors
KeywordsEngineering
Electrical engineering
Issue Date2004
PublisherIEEE.
Citation
Icassp, Ieee International Conference On Acoustics, Speech And Signal Processing - Proceedings, 2004, v. 5, p. V-53-V-56 How to Cite?
AbstractA very fast Smith-method-based Newton algorithm is introduced for the solution of large-scale continuous-time algebraic Riccati equations (CAREs). When the CARE contains low-rank matrices, as is common in the modeling of physical systems, the proposed algorithm, called the Newton/Smith CARE or NSCARE algorithm, offers significant computational savings over conventional CARE solvers. Effectiveness of the algorithm is demonstrated in the context of VLSI model order reduction wherein stochastic balanced truncation (SBT) is used to reduce large-scale passive circuits. It is shown that the NSCARE algorithm exhibits guaranteed quadratic convergence under mild assumptions. Moreover, two large-sized matrix factorizations and one large-scale singular value decomposition (SVD) necessary for SBT can be omitted by utilizing the Smith method output in each Newton iteration, thereby significantly speeding up the model reduction process.
Persistent Identifierhttp://hdl.handle.net/10722/45855
ISSN
References

 

DC FieldValueLanguage
dc.contributor.authorWong, Nen_HK
dc.contributor.authorBalakrishnan, Ven_HK
dc.contributor.authorKoh, CKen_HK
dc.contributor.authorNg, TSen_HK
dc.date.accessioned2007-10-30T06:37:01Z-
dc.date.available2007-10-30T06:37:01Z-
dc.date.issued2004en_HK
dc.identifier.citationIcassp, Ieee International Conference On Acoustics, Speech And Signal Processing - Proceedings, 2004, v. 5, p. V-53-V-56en_HK
dc.identifier.issn1520-6149en_HK
dc.identifier.urihttp://hdl.handle.net/10722/45855-
dc.description.abstractA very fast Smith-method-based Newton algorithm is introduced for the solution of large-scale continuous-time algebraic Riccati equations (CAREs). When the CARE contains low-rank matrices, as is common in the modeling of physical systems, the proposed algorithm, called the Newton/Smith CARE or NSCARE algorithm, offers significant computational savings over conventional CARE solvers. Effectiveness of the algorithm is demonstrated in the context of VLSI model order reduction wherein stochastic balanced truncation (SBT) is used to reduce large-scale passive circuits. It is shown that the NSCARE algorithm exhibits guaranteed quadratic convergence under mild assumptions. Moreover, two large-sized matrix factorizations and one large-scale singular value decomposition (SVD) necessary for SBT can be omitted by utilizing the Smith method output in each Newton iteration, thereby significantly speeding up the model reduction process.en_HK
dc.format.extent1040893 bytes-
dc.format.extent21012 bytes-
dc.format.extent21377 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypetext/plain-
dc.format.mimetypetext/plain-
dc.languageengen_HK
dc.publisherIEEE.en_HK
dc.relation.ispartofICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedingsen_HK
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.rights©2004 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.en_HK
dc.subjectEngineeringen_HK
dc.subjectElectrical engineeringen_HK
dc.titleA fast Newton/Smith algorithm for solving algebraic Riccati equations and its application in model order reductionen_HK
dc.typeConference_Paperen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1520-6149&volume=5&spage=53&epage=56&date=2004&atitle=A+fast+Newton/Smith+algorithm+for+solving+algebraic+Riccati+equations+and+its+application+in+model+order+reductionen_HK
dc.identifier.emailWong, N:nwong@eee.hku.hken_HK
dc.identifier.emailNg, TS:tsng@eee.hku.hken_HK
dc.identifier.authorityWong, N=rp00190en_HK
dc.identifier.authorityNg, TS=rp00159en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.doi10.1109/ICASSP.2004.1327045en_HK
dc.identifier.scopuseid_2-s2.0-4544236493en_HK
dc.identifier.hkuros119817-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-4544236493&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume5en_HK
dc.identifier.spageVen_HK
dc.identifier.epage53en_HK
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridWong, N=35235551600en_HK
dc.identifier.scopusauthoridBalakrishnan, V=7102659847en_HK
dc.identifier.scopusauthoridKoh, CK=7201749804en_HK
dc.identifier.scopusauthoridNg, TS=7402229975en_HK

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