Pade approximations of large-scale dynamic systems with Lanczos methods

Gallivan, K.;Grimme, E.;Van Dooren, Paul
(1994) IEEE Conference on Decision and Control 1994 — Location: Lake Buena Vista, USA

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  • Gallivan, K.FSU
    Author
  • Grimme, E.UIUC
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  • Van Dooren, PaulUCLouvain
    Author
Abstract
The utility of Lanczos methods for the approximation of large-scale dynamical systems is considered. In particular, it is shown that the Lanczos method is a technique for yielding Pad'e approximants which has several advantages over more traditional explicit moment matching approaches. An extension of the Lanczos algorithm is developed for computing multi-point Pad'e approximations of descriptor systems.
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Gallivan, K., Grimme, E., & Van Dooren, P. (1994). Pade approximations of large-scale dynamic systems with Lanczos methods. IEEE Conference on Decision and Control 1994, Lake Buena Vista, USA. https://hdl.handle.net/2078.5/225738