English

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 H2\mathcal{H}_2 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

R2 v1 2026-06-28T13:10:52.212Z