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Summary: Model reduction of large-scale dynamical systems
Lecture III: Krylov approximation and rational interpolation
Thanos Antoulas
Rice University and Jacobs University
email: aca@rice.edu
URL: www.ece.rice.edu/~aca
International School, Monopoli, 7 - 12 September 2008
Thanos Antoulas (Rice U. & Jacobs U.) Reduction of large-scale systems 1 / 38
Outline
1 Krylov approximation methods
2 The Arnoldi and the Lanczos procedures
The Arnoldi procedure
The Lanczos procedure
An example
3 Krylov methods and moment matching
Remarks
4 Rational interpolation by Krylov projection
Realization by projection
Interpolation by projection
5 Choice of Krylov projection points: Optimal H2 model reduction
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