A goal-oriented dual LRCF-ADI for balanced truncation / Peter Benner, Patrick Kürschner, Jens Saak

Abstract

Abstract: In this contribution we propose a novel dual Lyapunov solver that computes low rank factors of the reachability and observability Gramians of a control system simultaneously. This is especially helpful in balanced truncation model order reduction applications, where the singular values of the product of these Gramian factors are the basis of the truncation process. For stopping the dual iteration scheme we therefore propose a tailored stopping criterion aiming at the accurate computation of these singular values.