Parallel algorithms for balanced truncation model reduction of sparse systems

  • Authors:
  • José M. Badía;Peter Benner;Rafael Mayo;Enrique S. Quintana-Ortí

  • Affiliations:
  • Depto. de Ingeniería y Ciencia de Computadores, Universidad Jaume I, Castellón, Spain;Fakultät für Mathematik, Technische Universität Chemnitz, Chemnitz, Germany;Depto. de Ingeniería y Ciencia de Computadores, Universidad Jaume I, Castellón, Spain;Depto. de Ingeniería y Ciencia de Computadores, Universidad Jaume I, Castellón, Spain

  • Venue:
  • PARA'04 Proceedings of the 7th international conference on Applied Parallel Computing: state of the Art in Scientific Computing
  • Year:
  • 2004

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Abstract

We describe the parallelization of an efficient algorithm for balanced truncation that allows to reduce models with state-space dimension up to $\mathcal{O}(10^5)$. The major computational task in this approach is the solution of two large-scale sparse Lyapunov equations, performed via a coupled LR-ADI iteration with (super-)linear convergence. Experimental results on a cluster of Intel Xeon processors illustrate the efficacy of our parallel model reduction algorithm.