Two Algorithms for Fast and Accurate Passivity-Preserving Model Order Reduction

Two Algorithms for Fast and Accurate Passivity-Preserving Model Order Reduction

N. Wong, V. Balakrishnan, C.-K. Koh and T.-S. Ng

In IEEE Trans. Computer-Aided Design of Integrated Circuits and Systems , Vol. 25, No. 10, pp. 2062-2075, Oct 2006


Abstract: This paper presents two recently developed algorithms for efficient model order reduction. Both algorithms enable the fast solution of continuous time algebraic Riccati equations (CAREs) that constitute the bottleneck in the passivity-preserving balanced stochastic truncation (BST). The first algorithm is a Smith-method-based Newton algorithm, called Newton/Smith CARE or NSCARE, that exploits low rank matrices commonly found in physical system modeling. The second algorithm is a project-and-balance scheme that utilizes dominant eigenspace projection, followed by simultaneous solution of a pair of dual CAREs through completely separating the stable and unstable invariant subspaces of a Hamiltonian matrix. The algorithms can be applied individually or together. Numerical examples show the proposed algorithms offer significant computational savings and better accuracy in reduced order models over those from conventional schemes.
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