文献类型：期刊文献

英文题名：Model-order reduction of large-scale kth-order linear dynamical systems via a kth-order Arnoldi method

作者：Lin, Yiqin[1]; Bao, Liang[2]; Wei, Yimin[3]

机构：[1] Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou, China; [2] Department of Mathematics, East China University of Science and Technology, Shanghai, China; [3] Institute of Mathematics, Fudan University, Ministry of Education, Shanghai, China

年份：2010

卷号：87

期号：2

起止页码：435

外文期刊名：International Journal of Computer Mathematics

收录：EI(收录号：20131816267577)

语种：英文

外文关键词：Dynamical systems - Linear control systems - Numerical methods - Eigenvalues and eigenfunctions

摘要：In this paper, we first introduce a kth-order Krylov subspace Gn(Aj; u) based on a square matrix sequence {Aj} and a vector u. Then we present a kth-order Arnoldi procedure for generating an orthonormal basis of Gn(Aj; u). By applying the projection technique, we derive a structure-preserving kth-order Arnoldi method for reduced-order modelling of the large-scale kth-order linear dynamical system. Applications to polynomial eigenvalue problems are also included. Numerical experiments report the effectiveness of this method.