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A new SVD-Krylov based method is proposed, which is equivalent to compute an equality constrained leastsquares problem. The reduced model matches the first r + i Markov parameters of the full order model. Based on the rational equality constrained least-squares method, an iterative algorithm for H2 model reduction is prensented. Moreover, both algorithms of IRKA ( An Iterative Rational Krylov Algorithm)and ISRK(An iterative SVD-rational Krylov based model reduction method) turns out to be two special cases of the proposed algorithm. The algorithm is numerically effective and suited for large-scale problem, which can be verified in the numerical examples.
Natural Computation (ICNC), 2010 Sixth International Conference on (Volume:1 )
Date of Conference: 10-12 Aug. 2010