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Difference between revisions of "Penzl's FOM"

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<ref name="penzl06"> T. Penzl. <span class="plainlinks">[https://doi.org/10.1016/j.laa.2006.01.007 Algorithms for Model Reduction of Large Dynamical Systems]</span>. Linear Algebra and its Application 415(2--3): 322--343, 2006.</ref>
 
<ref name="penzl06"> T. Penzl. <span class="plainlinks">[https://doi.org/10.1016/j.laa.2006.01.007 Algorithms for Model Reduction of Large Dynamical Systems]</span>. Linear Algebra and its Application 415(2--3): 322--343, 2006.</ref>
   
<ref name="heyouni08"> M. Heyouni, K. Jbilou, A. Messaoudi, K. Tabaa. <span class="plainlinks">[https://doi.org/10.1590/S0101-82052008000200006 Model Reduction in Large-Scale MIMO Dynamical Systems via the Block Lanczos Method]</span>. Computational & Applied Mathematics 27(11): 211--236, 2008.</ref>
+
<ref name="heyouni08"> M. Heyouni, K. Jbilou, A. Messaoudi, K. Tabaa. <span class="plainlinks">[https://www.scielo.br/j/cam/a/Sq6GFZqcXSwNQKk3SmpB46p/?lang=en Model Reduction in Large-Scale MIMO Dynamical Systems via the Block Lanczos Method]</span>. Computational & Applied Mathematics 27(11): 211--236, 2008.</ref>
   
 
<ref name="chahlaoui02"> Y. Chahlaoui, P. Van Dooren, <span class="plainlinks">[http://eprints.maths.manchester.ac.uk/1040/1/ChahlaouiV02a.pdf A collection of Benchmark examples for model reduction of linear time invariant dynamical systems]</span>, Working Note 2002-2: 2002.</ref>
 
<ref name="chahlaoui02"> Y. Chahlaoui, P. Van Dooren, <span class="plainlinks">[http://eprints.maths.manchester.ac.uk/1040/1/ChahlaouiV02a.pdf A collection of Benchmark examples for model reduction of linear time invariant dynamical systems]</span>, Working Note 2002-2: 2002.</ref>

Revision as of 13:32, 29 June 2022

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Description

This benchmark is an artificial example system of order 1006 from [1] also listed in [2]. The benchmark system consists of the following system components:


\begin{array}{rcl}
A &=& \begin{pmatrix} A_1 \\ & A_2 \\ & & A_3 \\ & & & A_4 \end{pmatrix}, \;
A_1 = \begin{pmatrix} -1 & 100 \\ -100 & -1 \end{pmatrix}, \;
A_2 = \begin{pmatrix} -1 & 200 \\ -200 & -1 \end{pmatrix}, \;
A_3 = \begin{pmatrix} -1 & 400 \\ -400 & -1 \end{pmatrix}, \;
A_4 = \begin{pmatrix} -1 \\ & -2 \\ & & \ddots \\ & & & -1000 \end{pmatrix}, \\
B &=& \begin{pmatrix} 10 & 10 & 10 & 10 & 10 & 10 & 1 & \dots & 1 \end{pmatrix}^T, \\
C &=& B^T.
\end{array}

This system is a theoretical construct, but features a non-smooth Bode plot with three spikes.

MIMO Variant

In [3] a MIMO variant of this benchmark is utilized by adding random vectors to B and C.

Parametric Variant

In [4], a parametric variant of this benchmark is formulated by redefining 
A_1 = \begin{pmatrix} -1 & p \\ -p & -1 \end{pmatrix}.

Origin

This benchmark is part of the SLICOT Benchmark Examples for Model Reduction[5].


Data

The system matrices A, B, C are available from the SLICOT benchmarks page: fom.zip and are stored as MATLAB .mat file.


Dimensions

System structure:


\begin{array}{rcl}
\dot{x}(t) &=& Ax(t) + Bu(t) \\
y(t) &=& Cx(t)
\end{array}

System dimensions:

A \in \mathbb{R}^{1006 \times 1006}, B \in \mathbb{R}^{1006 \times 1}, C \in \mathbb{R}^{1 \times 1006},


Citation

To cite this benchmark, use the following references:

  • For the benchmark itself and its data:
Niconet e.V., SLICOT - Subroutine Library in Systems and Control Theory, http://www.slicot.org
@MANUAL{slicot_fom,
 title =        {{SLICOT} - Subroutine Library in Systems and Control Theory},
 organization = {Niconet e.V.}
 address =      {\url{http://www.slicot.org}},
 key =          {SLICOT}
}
  • For the background on the benchmark:
@ARTICLE{morPen06,
 author =       {T. Penzl},
 title =        {Algorithms for Model Reduction of Large Dynamical Systems},
 journal =      {Linear Algebra and its Application},
 volume =       {415},
 number =       {2--3},
 pages =        {322--343},
 year =         {2006},
 doi =          {10.1016/j.laa.2006.01.007}
}

References

  1. T. Penzl. Algorithms for Model Reduction of Large Dynamical Systems. Linear Algebra and its Application 415(2--3): 322--343, 2006.
  2. Y. Chahlaoui, P. Van Dooren, A collection of Benchmark examples for model reduction of linear time invariant dynamical systems, Working Note 2002-2: 2002.
  3. M. Heyouni, K. Jbilou, A. Messaoudi, K. Tabaa. Model Reduction in Large-Scale MIMO Dynamical Systems via the Block Lanczos Method. Computational & Applied Mathematics 27(11): 211--236, 2008.
  4. A. C. Ionita,A. C. Antoulas, Data-Driven Parametrized Model Reduction in the Loewner Framework, SIAM J. Sci. Comput. 36(3): A984–A1007, 2014.
  5. Y. Chahlaoui, P. Van Dooren, Benchmark Examples for Model Reduction of Linear Time-Invariant Dynamical Systems, Dimension Reduction of Large-Scale Systems, Lecture Notes in Computational Science and Engineering, vol 45: 379--392, 2005.