Inexact Solves in Interpolatory Model Reduction

Details Inexact Solves in Interpolatory Model Reduction Inexact Solves in Interpolatory Model Reduction

2010-07-29

arxiv.org/abs/1007.5213v2

Mathematics

Numerical Analysis

42 pages, 5 figures

Scientific paper

We investigate the use of inexact solves for interpolatory model reduction and consider associated perturbation effects on the underlying model reduction problem. We give bounds on system perturbations induced by inexact solves and relate this to termination criteria for iterative solution methods. We show that when a Petrov-Galerkin framework is employed for the inexact solves, the associated reduced order model is an exact interpolatory model for a nearby full-order system; thus demonstrating backward stability. We also give evidence that for $\h2$-optimal interpolation points, interpolatory model reduction is robust with respect to perturbations due to inexact solves. Finally, we demonstrate the effecitveness of direct use of inexact solves in optimal ${\mathcal H}_2$ approximation. The result is an effective model reduction strategy that is applicable in realistically large-scale settings.

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