Model reduction of state space systems via an implicitly restarted Lanczos method

Grimme, Eric;Sorensen, Dan;Van Dooren, Paul
(1996) Numerical Algorithms — Vol. 12, n° 1, p. 1-31 (1996)

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Authors
  • Grimme, EricUIUC
    Author
  • Sorensen, DanRice University
    Author
  • Van Dooren, PaulUCLouvain
    Author
Abstract
The nonsymmetric Lanczos method has recently received significant attention as a model reduction technique for large-scale systems. Unfortunately, the Lanczos method may produce an unstable partial realization for a given, stable system. To remedy this situation, unexpensive implicit restarts are developed which can be employed to stabilize the Lanczos generated model.
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Grimme, E., Sorensen, D., & Van Dooren, P. (1996). Model reduction of state space systems via an implicitly restarted Lanczos method. Numerical Algorithms, 12(1), 1-31. https://doi.org/10.1007/BF02141739 (Original work published 1996)