Skip to main content

Rational Krylov algorithms for eigenvalue computation and model reduction

  • Conference paper
  • First Online:
Applied Parallel Computing Large Scale Scientific and Industrial Problems (PARA 1998)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1541))

Included in the following conference series:

Abstract

Rational Krylov is an extension of the Lanczos or Arnoldi eigenvalue algorithm where several shifts (matrix factorizations) are performed in one run. A variant has been developed, where these factorizations are performed in parallel.

It is shown how Rational Krylov can be used to find a reduced order model of a large linear dynamical system. In Electrical Engineering, it is important that the reduced model is accurate over a wide range of frequencies, and then Rational Krylov with several shifts comes to advantage.

Results for numerical examples coming from Electrical Engineering applications are demonstrated.

Partial support given by TFR, the Swedish Research Council for Engineering Sciences, Dnr 222, 96-555, and from the Royal Society of Arts and Sciences in Göteborg.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. I. M. Elfadel and D. D. Ling, A block rational Arnoldi algorithm for multipoint passive model-order reduction of multiport RLC networks, in Technical Digest of the 1997 IEEE/ACM International Conference on Computer-Aided Design, IEEE Computer Society Press, 1997, pp. 66–71.

    Google Scholar 

  2. I. M. Elfadel and D. D. Ling, Zeros and passivity of Arnoldi-reduced-order models for interconnect networks, in Proc 34nd IEEE/ACM Design Automation Conference, ACM, New York, 1997, pp. 28–33.

    Google Scholar 

  3. T. Ericsson and A. Ruhe, The spectral transformation Lanczos method for the numerical solution of large sparse generalized symmetric eigenvalue problems, Mathematics of Computation, 35 (1980), pp. 1251–1268.

    Article  MATH  MathSciNet  Google Scholar 

  4. R. W. Freund, Circuit simulation techniques based on Lanczos-type algorithms, in Systems and Control in the Twenty-First Century, C. I. Byrnes, B. N. Datta, D. S. Gilliam, and C. F. Martin, eds., Birkäuser, 1997, pp. 171–184.

    Google Scholar 

  5. R. W. Freund, Reduced-order modeling techniques based on Krylov subspaces and their use in circuit simulation, Applied and Computational Control, Signals, and Circuits, (1998, to appear).

    Google Scholar 

  6. K. Gallivan, E. Grimme, and P. Van Dooren, A rational Lanczos algorithm for model reduction, Numerical Algorithms, 12 (1996), pp. 33–64.

    Article  MATH  MathSciNet  Google Scholar 

  7. H. O. Karlsson, Atomic and Molecular Density-of-States by Direct Lanczos Methods, PhD thesis, Uppsala University, Department of Quantum Chemistry, 1994.

    Google Scholar 

  8. A. Ruhe, Eigenvalue algorithms with several factorizations—a unified theory yet? to appear, 1998.

    Google Scholar 

  9. -, Rational Krylov, a practical algorithm for large sparse nonsymmetric matrix pencils, SIAM J. Sci. Comp., 19 (1998), pp. 1535–1551.

    Article  MATH  MathSciNet  Google Scholar 

  10. D. Skoogh, Model order reduction by the rational Krylov method. work in progress, 1998.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Bo Kågström Jack Dongarra Erik Elmroth Jerzy Waśniewski

Rights and permissions

Reprints and permissions

Copyright information

© 1998 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Ruhe, A., Skoogh, D. (1998). Rational Krylov algorithms for eigenvalue computation and model reduction. In: Kågström, B., Dongarra, J., Elmroth, E., Waśniewski, J. (eds) Applied Parallel Computing Large Scale Scientific and Industrial Problems. PARA 1998. Lecture Notes in Computer Science, vol 1541. Springer, Berlin, Heidelberg . https://doi.org/10.1007/BFb0095373

Download citation

  • DOI: https://doi.org/10.1007/BFb0095373

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-65414-8

  • Online ISBN: 978-3-540-49261-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics