
arXiv: 1705.10086
We are concerned with the computation of the ${\mathcal L}_\infty$-norm for an ${\mathcal L}_\infty$-function of the form $H(s) = C(s) D(s)^{-1} B(s)$, where the middle factor is the inverse of a meromorphic matrix-valued function, and $C(s),\, B(s)$ are meromorphic functions mapping to short-and-fat and tall-and-skinny matrices, respectively. For instance, transfer functions of descriptor systems and delay systems fall into this family. We focus on the case where the middle factor is large-scale. We propose a subspace projection method to obtain approximations of the function $H$ where the middle factor is of much smaller dimension. The ${\mathcal L}_\infty$-norms are computed for the resulting reduced functions, then the subspaces are refined by means of the optimal points on the imaginary axis where the ${\mathcal L}_\infty$-norm of the reduced function is attained. The subspace method is designed so that certain Hermite interpolation properties hold between the largest singular values of the original and reduced functions. This leads to a locally superlinearly convergent algorithm with respect to the subspace dimension, which we prove and illustrate on various numerical examples.
23 pages, 3 figures
singular values, 34K17, 65D05, 65F15, 90C06, 90C26, 93D03, meromorphic matrix-valued function, reduced basis, greedy search, General theory of numerical methods in complex analysis (potential theory, etc.), Numerical interpolation, FOS: Mathematics, Norms of matrices, numerical range, applications of functional analysis to matrix theory, Mathematics - Numerical Analysis, descriptor systems, delay systems, \(\mathcal{L}_\infty\)-norm, Numerical computation of matrix exponential and similar matrix functions, algorithm, Other matrix algorithms, Numerical Analysis (math.NA), numerical example, model order reduction, large scale, subspace projection method, Hermite interpolation
singular values, 34K17, 65D05, 65F15, 90C06, 90C26, 93D03, meromorphic matrix-valued function, reduced basis, greedy search, General theory of numerical methods in complex analysis (potential theory, etc.), Numerical interpolation, FOS: Mathematics, Norms of matrices, numerical range, applications of functional analysis to matrix theory, Mathematics - Numerical Analysis, descriptor systems, delay systems, \(\mathcal{L}_\infty\)-norm, Numerical computation of matrix exponential and similar matrix functions, algorithm, Other matrix algorithms, Numerical Analysis (math.NA), numerical example, model order reduction, large scale, subspace projection method, Hermite interpolation
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 28 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
