IRKA is a Riemannian Gradient Descent Method
Numerical Analysis
2024-07-11 v2 Numerical Analysis
Systems and Control
Systems and Control
Optimization and Control
Abstract
The iterative rational Krylov algorithm (IRKA) is a commonly used fixed-point iteration developed to minimize the model order reduction error. In this work, IRKA is recast as a Riemannian gradient descent method with a fixed step size over the manifold of rational functions having fixed degree. This interpretation motivates the development of a Riemannian gradient descent method utilizing as a natural extension variable step size and line search. Comparisons made between IRKA and this extension on a few examples demonstrate significant benefits.
Keywords
Cite
@article{arxiv.2311.02031,
title = {IRKA is a Riemannian Gradient Descent Method},
author = {Petar Mlinarić and Christopher A. Beattie and Zlatko Drmač and Serkan Gugercin},
journal= {arXiv preprint arXiv:2311.02031},
year = {2024}
}
Comments
13 pages, 6 figures