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- Publisher Website: 10.1109/ICCAD.2005.1560173
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Conference Paper: Fast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration
Title | Fast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration |
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Authors | |
Issue Date | 2005 |
Citation | Ieee/Acm International Conference On Computer-Aided Design, Digest Of Technical Papers, Iccad, 2005, v. 2005, p. 800-804 How to Cite? |
Abstract | Balanced 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 Identifier | http://hdl.handle.net/10722/99497 |
ISSN | 2023 SCImago Journal Rankings: 0.894 |
References |
DC Field | Value | Language |
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dc.contributor.author | Wong, N | en_HK |
dc.contributor.author | Balakrishnan, V | en_HK |
dc.date.accessioned | 2010-09-25T18:32:49Z | - |
dc.date.available | 2010-09-25T18:32:49Z | - |
dc.date.issued | 2005 | en_HK |
dc.identifier.citation | Ieee/Acm International Conference On Computer-Aided Design, Digest Of Technical Papers, Iccad, 2005, v. 2005, p. 800-804 | en_HK |
dc.identifier.issn | 1092-3152 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/99497 | - |
dc.description.abstract | Balanced 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.language | eng | en_HK |
dc.relation.ispartof | IEEE/ACM International Conference on Computer-Aided Design, Digest of Technical Papers, ICCAD | en_HK |
dc.title | Fast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration | en_HK |
dc.type | Conference_Paper | en_HK |
dc.identifier.email | Wong, N:nwong@eee.hku.hk | en_HK |
dc.identifier.authority | Wong, N=rp00190 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1109/ICCAD.2005.1560173 | en_HK |
dc.identifier.scopus | eid_2-s2.0-33751423834 | en_HK |
dc.identifier.hkuros | 119697 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-33751423834&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 2005 | en_HK |
dc.identifier.spage | 800 | en_HK |
dc.identifier.epage | 804 | en_HK |
dc.identifier.scopusauthorid | Wong, N=35235551600 | en_HK |
dc.identifier.scopusauthorid | Balakrishnan, V=7102659847 | en_HK |
dc.identifier.issnl | 1092-3152 | - |