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Conference Paper: Fast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration

TitleFast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration
Authors
Issue Date2005
Citation
Ieee/Acm International Conference On Computer-Aided Design, Digest Of Technical Papers, Iccad, 2005, v. 2005, p. 800-804 How to Cite?
AbstractBalanced truncation (BT) model order reduction (MOR) is known for its superior accuracy and computable error bounds. Balanced stochastic truncation (BST) is a particular BT procedure that provides a general, structure- independent MOR framework to preserve both passivity and stability of original models. Its application toward large scale systems, however, has been limited by the complexity of solving large size continuous time algebraic Riccati equations (CAREs). This paper introduces a novel quadratic extension of the alternating direction implicit (ADI) iteration, called QADI, that efficiently solves a CARE. A Cholesky factor variant of QADI, called CFQADI, further exploits low rank matrices and and produces solution in factor form that greatly accelerates BST. Remarkable efficiency of the proposed BST/(CF)QADI integration is demonstrated with numerical examples. © 2005 IEEE.
Persistent Identifierhttp://hdl.handle.net/10722/99497
ISSN
References

 

DC FieldValueLanguage
dc.contributor.authorWong, Nen_HK
dc.contributor.authorBalakrishnan, Ven_HK
dc.date.accessioned2010-09-25T18:32:49Z-
dc.date.available2010-09-25T18:32:49Z-
dc.date.issued2005en_HK
dc.identifier.citationIeee/Acm International Conference On Computer-Aided Design, Digest Of Technical Papers, Iccad, 2005, v. 2005, p. 800-804en_HK
dc.identifier.issn1092-3152en_HK
dc.identifier.urihttp://hdl.handle.net/10722/99497-
dc.description.abstractBalanced truncation (BT) model order reduction (MOR) is known for its superior accuracy and computable error bounds. Balanced stochastic truncation (BST) is a particular BT procedure that provides a general, structure- independent MOR framework to preserve both passivity and stability of original models. Its application toward large scale systems, however, has been limited by the complexity of solving large size continuous time algebraic Riccati equations (CAREs). This paper introduces a novel quadratic extension of the alternating direction implicit (ADI) iteration, called QADI, that efficiently solves a CARE. A Cholesky factor variant of QADI, called CFQADI, further exploits low rank matrices and and produces solution in factor form that greatly accelerates BST. Remarkable efficiency of the proposed BST/(CF)QADI integration is demonstrated with numerical examples. © 2005 IEEE.en_HK
dc.languageengen_HK
dc.relation.ispartofIEEE/ACM International Conference on Computer-Aided Design, Digest of Technical Papers, ICCADen_HK
dc.titleFast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iterationen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailWong, N:nwong@eee.hku.hken_HK
dc.identifier.authorityWong, N=rp00190en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1109/ICCAD.2005.1560173en_HK
dc.identifier.scopuseid_2-s2.0-33751423834en_HK
dc.identifier.hkuros119697en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-33751423834&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume2005en_HK
dc.identifier.spage800en_HK
dc.identifier.epage804en_HK
dc.identifier.scopusauthoridWong, N=35235551600en_HK
dc.identifier.scopusauthoridBalakrishnan, V=7102659847en_HK

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