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The $\mathcal{H}_2$-optimal Model Order Reduction (MOR) is one of the most significant frameworks for reduction methodologies for linear dynamical systems. In this context, the Iterative Rational Krylov Algorithm (\IRKA) is a well…

Numerical Analysis · Mathematics 2025-08-04 Yiding Lin , Valeria Simoncini

This paper discusses model order reduction of large sparse second-order index-3 differential algebraic equations (DAEs) by applying Iterative Rational Krylov Algorithm (IRKA). In general, such DAEs arise in constraint mechanics, multibody…

Optimization and Control · Mathematics 2021-01-11 Xin Du , M. Monir Uddiny , A. Mostakim Fonyz , Md. Tanzim Hossainx , Md. Nazmul Islam Shuzan

The iterative rational Krylov algorithm (IRKA) is a commonly used fixed-point iteration developed to minimize the $\mathcal{H}_2$ model order reduction error. In this work, IRKA is recast as a Riemannian gradient descent method with a fixed…

Numerical Analysis · Mathematics 2024-07-11 Petar Mlinarić , Christopher A. Beattie , Zlatko Drmač , Serkan Gugercin

The Realization Independent Iterative Rational Krylov Algorithm (TF-IRKA) is a frequency-based data-driven reduced order modeling (DDROM) method that constructs $\mathcal H_2$ optimal DDROMs. However, as the $\mathcal H_2$ optimal…

Numerical Analysis · Mathematics 2024-07-18 Michael S. Ackermann , Serkan Gugercin

We present iDARR, a scalable iterative Data-Adaptive RKHS Regularization method, for solving ill-posed linear inverse problems. The method searches for solutions in subspaces where the true solution can be identified, with the data-adaptive…

Numerical Analysis · Mathematics 2024-01-02 Haibo Li , Jinchao Feng , Fei Lu

Interpolation-based methods are well-established and effective approaches for the efficient generation of accurate reduced-order surrogate models. Common challenges for such methods are the automatic selection of good or even optimal…

Numerical Analysis · Mathematics 2024-07-23 Quirin Aumann , Steffen W. R. Werner

In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…

Numerical Analysis · Mathematics 2025-08-29 Julianne Chung , Silvia Gazzola

In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full…

Numerical Analysis · Mathematics 2023-03-24 Jeffrey M. Hokanson , Caleb C. Magruder

This paper surveys an important class of methods that combine iterative projection methods and variational regularization methods for large-scale inverse problems. Iterative methods such as Krylov subspace methods are invaluable in the…

Numerical Analysis · Mathematics 2021-08-23 Julianne Chung , Silvia Gazzola

We propose a projection-based model order reduction method for the solution of parameter-dependent dynamical systems. The proposed method relies on the construction of time-dependent reduced spaces generated from evaluations of the solution…

Numerical Analysis · Mathematics 2019-09-11 Marie Billaud-Friess , Anthony Nouy

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

Numerical Analysis · Mathematics 2023-09-25 Joel A. Tropp , Robert J. Webber

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

Iterative Krylov projection methods have become widely used for solving large-scale linear inverse problems. However, methods based on orthogonality include the computation of inner-products, which become costly when the number of…

Numerical Analysis · Mathematics 2025-02-06 Malena Sabaté Landman , Ariana N. Brown , Julianne Chung , James G. Nagy

This paper focuses on exploring efficient ways to find $\mathcal{H}_2$ optimal Structure-Preserving Model Order Reduction (SPMOR) of the second-order systems via interpolatory projection-based method Iterative Rational Krylov Algorithm…

Optimization and Control · Mathematics 2023-10-10 Md. Motlubar Rahman , M. Monir Uddin , L. S. Andallah , Mahtab Uddin

The Iterative Rational Krylov Algorithm (IRKA) of [8] is an interpolatory model reduction approach to the optimal $\mathcal{H}_2$ approximation problem. Even though the method has been illustrated to show rapid convergence in various…

Numerical Analysis · Mathematics 2013-01-23 Garret Flagg , Christopher Beattie , Serkan Gugercin

We develop a structure-preserving system-theoretic model reduction framework for nonlinear power grid networks. First, via a lifting transformation, we convert the original nonlinear system with trigonometric nonlinearities to an equivalent…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Bita Safaee , Serkan Gugercin

This paper studies the model order reduction of second-order index-1 descriptor systems using a tangential interpolation projection method based on the Iterative Rational Krylov Algorithm (IRKA). Our primary focus is to reduce the system…

Optimization and Control · Mathematics 2020-11-16 Md. Motlubar Rahman , M. Monir Uddin , L. S. Andallah , Mahtab Uddin

This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…

Computational Engineering, Finance, and Science · Computer Science 2026-02-27 Marcel Warzecha , Sebastian Resch-Schopper , Gerhard Müller

In this paper, we propose a novel reduced-rank adaptive filtering algorithm by blending the idea of the Krylov subspace methods with the set-theoretic adaptive filtering framework. Unlike the existing Krylov-subspace-based reduced-rank…

Information Theory · Computer Science 2013-06-28 R. C. de Lamare , M. Yukawa , I. Yamada

We propose a block Krylov subspace version of the GCRO-DR method proposed in [Parks et al.; SISC 2005], which is an iterative method allowing for the efficient minimization of the the residual over an augmented Krylov subspace. We offer a…

Numerical Analysis · Mathematics 2026-05-14 Michael L. Parks , Kirk M. Soodhalter , Daniel B. Szyld
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