A two-directional Arnoldi process and its application to parametric model order reduction

  • Authors:
  • Yung-Ta Li;Zhaojun Bai;Yangfeng Su

  • Affiliations:
  • Department of Mathematics, University of California, Davis, CA 95616, USA;Department of Mathematics, University of California, Davis, CA 95616, USA and Department of Computer Science, University of California, Davis, CA 95616, USA;School of Mathematical Sciences, Fudan University, Shanghai 200433, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

We consider a two-directional Krylov subspace K"k(A"["j"],b"["j"]), where besides the dimensionality k of the subspace increases, the matrix A"["j"] and vector b"["j"] which induce the subspace may also augment. Specifically, we consider the case where the matrix A"["j"] and the vector b"["j"] are augmented by block triangular bordering. We present a two-directional Arnoldi process to efficiently generate a sequence of orthonormal bases Q"k^[^j^] of the Krylov subspaces. The concept of a two-directional Krylov subspace and an Arnoldi process is triggered by the need of a multiparameter moment-matching based model order reduction technique for parameterized linear dynamical systems. Numerical examples illustrate computational efficiency and flexibility of the proposed two-directional Arnoldi process.