Efficient Algorithm for Simultaneous Reduction to the m-Hessenberg–Triangular–Triangular Form (CROSBI ID 195406)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Bosner, Nela
engleski
Efficient Algorithm for Simultaneous Reduction to the m-Hessenberg–Triangular–Triangular Form
This paper proposes an efficient algorithm for simultaneous reduction of three matrices. The algorithm is a blocked version of the algorithm described by Miminis and Page (1982) which reduces A to the m-Hessenberg form, and B and E to the triangular form. The m-Hessenberg--triangular--triangular form of matrices A, B and E is specially suitable for solving multiple shifted systems. Such shifted systems naturally occur in control theory when evaluating the transfer function of a descriptor system, or in interpolatory model reduction methods. They also arise as a result of discretization of the time-harmonic wave equation in heterogeneous media, or originate from structural dynamics engineering problems. The proposed blocked algorithm for the m-Hessenberg--triangular--triangular reduction is based on the aggregated Givens rotations, which are a generalization of the blocked algorithm for the Hessenberg--triangular reduction proposed by Kagstrom et al. (2008). Numerical tests confirmed that the blocked algorithm is up to 3.4 times faster than its non-blocked version based on regular Givens rotations only. As an illustration of its efficiency, two applications of the m-Hessenberg--triangular--triangular reduction coming from control theory are described: evaluation of the transfer function of a descriptor system at many complex values, and computation of the staircase form used to identify the controllable part of the system.
m-Hessenberg–triangular–triangular form ; orthogonal transformations ; level 3 BLAS ; blocked algorithm ; solving shifted system ; transfer function evaluation ; staircase form
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
Podaci o izdanju
55 (3)
2015.
677-703
objavljeno
0006-3835
1572-9125
10.1007/s10543-014-0516-y