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Extended Hamiltonian Hessenberg Matrices arise in Projection based Model Order Reduction
Author(s) -
Ferranti Micol,
Mach Thomas,
Vandebril Raf
Publication year - 2015
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201510281
Subject(s) - eigenvalues and eigenvectors , krylov subspace , subspace topology , hamiltonian (control theory) , model order reduction , projection (relational algebra) , mathematics , hamiltonian system , reduction (mathematics) , mathematical physics , algorithm , mathematical analysis , physics , mathematical optimization , geometry , iterative method , quantum mechanics
We show that extended Hamiltonian Hessenberg matrices arise naturally in projection‐based model order reduction. Therefore we reduce a large dynamical system by projecting it on an extended Krylov subspace. The eigenvalues of the reduced order model can then be computed directly by applying the extended Hamiltonian QR algorithm. (© 2015 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)