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	<id>https://modelreduction.org/morwiki/api.php?action=feedcontributions&amp;feedformat=atom&amp;user=Baur</id>
	<title>MOR Wiki - User contributions [en]</title>
	<link rel="self" type="application/atom+xml" href="https://modelreduction.org/morwiki/api.php?action=feedcontributions&amp;feedformat=atom&amp;user=Baur"/>
	<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/Special:Contributions/Baur"/>
	<updated>2026-04-13T00:17:51Z</updated>
	<subtitle>User contributions</subtitle>
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	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1807</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1807"/>
		<updated>2015-11-05T18:25:25Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third authors last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
One can download the full [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/bibfiles/mor.bib mor.bib] (including a list of BibTex Strings for journal abbreviations), or browse it in [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/ html format].&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references to [[User:Baur]].&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1805</id>
		<title>Category:Method</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1805"/>
		<updated>2015-11-05T13:56:45Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;All pages describing a model order reduction method are part of this category.&lt;br /&gt;
&lt;br /&gt;
A comparison of model order reduction methods can be found for example in&amp;lt;ref name=&amp;quot;antoulas00&amp;quot;&amp;gt;A.C. Antoulas; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/ttpapers/GugercinC3.pdf A comparative study of 7 algorithms for model reduction]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the 39th IEEE Conference on Decision and Control, vol.3, pp. 2367--2372, 2000.&amp;lt;/ref&amp;gt;, &amp;lt;ref name=&amp;quot;antoulas01&amp;quot;&amp;gt;&lt;br /&gt;
A.C. Antoulas; D.C. Sorensen; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/papers/survey.pdf A survey of model reduction methods for large-scale systems]&amp;lt;/span&amp;gt;&amp;quot;, Contemporary mathematics, vol.280, pp. 193--220, 2001.&amp;lt;/ref&amp;gt; and cover:&lt;br /&gt;
&lt;br /&gt;
* [[Balanced Truncation]]&lt;br /&gt;
* [[Balanced Truncation|Approximate Balancing]]&lt;br /&gt;
* Hankel Norm Approximation&lt;br /&gt;
* Singular Perturbation&lt;br /&gt;
* [[IRKA|Rational Krylov Method]]&lt;br /&gt;
* Lanczos Method&lt;br /&gt;
* Arnoldi Method&lt;br /&gt;
&lt;br /&gt;
A comparison of parametric model order reduction methods is conducted in &amp;lt;ref name=&amp;quot;baur15&amp;quot;&amp;gt;U. Baur; P. Benner; B. Haasdonk; C. Himpe; I. Martini; M. Ohlberger, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www2.mpi-magdeburg.mpg.de/preprints/2015/MPIMD15-01.pdf Comparison of methods for parametric model order reduction of instationary problems]&amp;lt;/span&amp;gt;&amp;quot;, Preprint, 2015&amp;lt;/ref&amp;gt; and covers:&lt;br /&gt;
&lt;br /&gt;
* POD&lt;br /&gt;
* POD-Greedy&lt;br /&gt;
* Matrix Interpolation&lt;br /&gt;
* [[Transfer Function Interpolation]]&lt;br /&gt;
* [[Piecewise H2 Tangential Interpolation]]&lt;br /&gt;
* [[Moment-matching PMOR method|Multi Parameter Moment Matching]]&lt;br /&gt;
* [[Emgr|Empirical Linear Cross Gramian]]&lt;br /&gt;
&lt;br /&gt;
Preliminary results of a PMOR comparison are published on the posters:&lt;br /&gt;
&lt;br /&gt;
[[File:poster_Baur_MoRePaS.pdf]]  [[File:Poster_Baur.pdf]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
== References ==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
----&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1804</id>
		<title>Category:Method</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1804"/>
		<updated>2015-11-05T13:53:38Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;All pages describing a model order reduction method are part of this category.&lt;br /&gt;
&lt;br /&gt;
A comparison of model order reduction methods can be found for example in&amp;lt;ref name=&amp;quot;antoulas00&amp;quot;&amp;gt;A.C. Antoulas; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/ttpapers/GugercinC3.pdf A comparative study of 7 algorithms for model reduction]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the 39th IEEE Conference on Decision and Control, vol.3, pp. 2367--2372, 2000.&amp;lt;/ref&amp;gt;, &amp;lt;ref name=&amp;quot;antoulas01&amp;quot;&amp;gt;&lt;br /&gt;
A.C. Antoulas; D.C. Sorensen; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/papers/survey.pdf A survey of model reduction methods for large-scale systems]&amp;lt;/span&amp;gt;&amp;quot;, Contemporary mathematics, vol.280, pp. 193--220, 2001.&amp;lt;/ref&amp;gt; and cover:&lt;br /&gt;
&lt;br /&gt;
* [[Balanced Truncation]]&lt;br /&gt;
* [[Balanced Truncation|Approximate Balancing]]&lt;br /&gt;
* Hankel Norm Approximation&lt;br /&gt;
* Singular Perturbation&lt;br /&gt;
* [[IRKA|Rational Krylov Method]]&lt;br /&gt;
* Lanczos Method&lt;br /&gt;
* Arnoldi Method&lt;br /&gt;
&lt;br /&gt;
A comparison of parametric model order reduction methods is conducted in &amp;lt;ref name=&amp;quot;baur15&amp;quot;&amp;gt;U. Baur; P. Benner; B. Haasdonk; C. Himpe; I. Martini; M. Ohlberger, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www2.mpi-magdeburg.mpg.de/preprints/2015/MPIMD15-01.pdf Comparison of methods for parametric model order reduction of instationary problems]&amp;lt;/span&amp;gt;&amp;quot;, Preprint, 2015&amp;lt;/ref&amp;gt; and covers:&lt;br /&gt;
&lt;br /&gt;
* POD&lt;br /&gt;
* POD-Greedy&lt;br /&gt;
* Matrix Interpolation&lt;br /&gt;
* [[Transfer Function Interpolation]]&lt;br /&gt;
* [[Piecewise H2 Tangential Interpolation]]&lt;br /&gt;
* [[Moment-matching PMOR method|Multi Parameter Moment Matching]]&lt;br /&gt;
* [[Emgr|Empirical Linear Cross Gramian]]&lt;br /&gt;
&lt;br /&gt;
Preliminary results of a PMOR comparison are published on the posters:&lt;br /&gt;
[[File:poster_Baur_MoRePaS.pdf]]  [[File:Poster_Baur.pdf]]&lt;br /&gt;
&lt;br /&gt;
== References ==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
----&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1803</id>
		<title>Category:Method</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1803"/>
		<updated>2015-11-05T13:50:14Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;All pages describing a model order reduction method are part of this category.&lt;br /&gt;
&lt;br /&gt;
A comparison of model order reduction methods can be found for example in&amp;lt;ref name=&amp;quot;antoulas00&amp;quot;&amp;gt;A.C. Antoulas; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/ttpapers/GugercinC3.pdf A comparative study of 7 algorithms for model reduction]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the 39th IEEE Conference on Decision and Control, vol.3, pp. 2367--2372, 2000.&amp;lt;/ref&amp;gt;, &amp;lt;ref name=&amp;quot;antoulas01&amp;quot;&amp;gt;&lt;br /&gt;
A.C. Antoulas; D.C. Sorensen; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/papers/survey.pdf A survey of model reduction methods for large-scale systems]&amp;lt;/span&amp;gt;&amp;quot;, Contemporary mathematics, vol.280, pp. 193--220, 2001.&amp;lt;/ref&amp;gt; and cover:&lt;br /&gt;
&lt;br /&gt;
* [[Balanced Truncation]]&lt;br /&gt;
* [[Balanced Truncation|Approximate Balancing]]&lt;br /&gt;
* Hankel Norm Approximation&lt;br /&gt;
* Singular Perturbation&lt;br /&gt;
* [[IRKA|Rational Krylov Method]]&lt;br /&gt;
* Lanczos Method&lt;br /&gt;
* Arnoldi Method&lt;br /&gt;
&lt;br /&gt;
A comparison of parametric model order reduction methods is conducted in &amp;lt;ref name=&amp;quot;baur15&amp;quot;&amp;gt;U. Baur; P. Benner; B. Haasdonk; C. Himpe; I. Martini; M. Ohlberger, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www2.mpi-magdeburg.mpg.de/preprints/2015/MPIMD15-01.pdf Comparison of methods for parametric model order reduction of instationary problems]&amp;lt;/span&amp;gt;&amp;quot;, Preprint, 2015&amp;lt;/ref&amp;gt; and covers:&lt;br /&gt;
&lt;br /&gt;
* POD&lt;br /&gt;
* POD-Greedy&lt;br /&gt;
* Matrix Interpolation&lt;br /&gt;
* [[Transfer Function Interpolation]]&lt;br /&gt;
* [[Piecewise H2 Tangential Interpolation]]&lt;br /&gt;
* [[Moment-matching PMOR method|Multi Parameter Moment Matching]]&lt;br /&gt;
* [[Emgr|Empirical Linear Cross Gramian]]&lt;br /&gt;
&lt;br /&gt;
Preliminary results of a PMOR comparison are published on the posters [[File:Poster_Baur.pdf]].&lt;br /&gt;
&lt;br /&gt;
== References ==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
----&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur_MoRePaS.pdf&amp;diff=1802</id>
		<title>File:Poster Baur MoRePaS.pdf</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur_MoRePaS.pdf&amp;diff=1802"/>
		<updated>2015-11-05T13:41:25Z</updated>

		<summary type="html">&lt;p&gt;Baur: Baur uploaded a new version of &amp;amp;quot;File:Poster Baur MoRePaS.pdf&amp;amp;quot;: PMOR Comparison from Second International Workshop on Model Reduction for Parametrized Systems (MoRePaS II)

Schloss Reisensburg, Günzburg, Germany, October 2-5, 2012&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;PMOR Comparison from MoRePaS II&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur.pdf&amp;diff=1800</id>
		<title>File:Poster Baur.pdf</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur.pdf&amp;diff=1800"/>
		<updated>2015-11-05T11:14:20Z</updated>

		<summary type="html">&lt;p&gt;Baur: Baur uploaded a new version of &amp;amp;quot;File:Poster Baur.pdf&amp;amp;quot;&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;PMOR Comparison from ModRedCIRM &#039;Model Reduction and Approximation for Complex Systems&#039;, Luminy, 2013&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur.pdf&amp;diff=1799</id>
		<title>File:Poster Baur.pdf</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur.pdf&amp;diff=1799"/>
		<updated>2015-11-05T09:40:08Z</updated>

		<summary type="html">&lt;p&gt;Baur: Baur uploaded a new version of &amp;amp;quot;File:Poster Baur.pdf&amp;amp;quot;&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;PMOR Comparison from ModRedCIRM &#039;Model Reduction and Approximation for Complex Systems&#039;, Luminy, 2013&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Main_Page&amp;diff=1798</id>
		<title>Main Page</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Main_Page&amp;diff=1798"/>
		<updated>2015-11-05T09:23:32Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;&amp;lt;big&amp;gt;&#039;&#039;&#039;Welcome to the MOR Wiki&#039;&#039;&#039;&amp;lt;/big&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;div class=&amp;quot;thumb tright&amp;quot; style=&amp;quot;width:302px;&amp;quot;&amp;gt;&lt;br /&gt;
&amp;lt;wikitwidget class=&amp;quot;twitter-timeline&amp;quot;  href=&amp;quot;https://twitter.com/mor_wiki&amp;quot;  data-widget-id=&amp;quot;428887480843001856&amp;quot;/&amp;gt;&lt;br /&gt;
&amp;lt;/div&amp;gt;&lt;br /&gt;
 &lt;br /&gt;
The purpose of the Model Order Reduction (MOR) Wiki is to bring together experts in the area of model reduction, as well as researchers from application areas in an attempt to provide a platform for exchanging ideas and examples. &lt;br /&gt;
&lt;br /&gt;
Modeling and numerical simulation are unavoidable in many application and research areas, e.g. reaction processes, micro-electro-mechanical systems ([[:Wikipedia:MEMS|MEMS]]) design, and control design. The processes or devices can be modeled by partial differential equations ([[:Wikipedia:Partial_differential_equation|PDEs]]). To simulate such models, spatial discretization via e.g. finite element discretization is necessary, which results in a system of ordinary differential equations ([[:Wikipedia:Ordinary_differential_equation|ODEs]]), or differential algebraic equations ([[:Wikipedia:Differential_algebraic_equation|DAEs]]). &lt;br /&gt;
  &lt;br /&gt;
After spatial discretization, the number of degrees of freedom is usually very high. It is therefore very time consuming to simulate such large-scale systems of ODEs or DAEs. Developed from well-established mathematical theories and robust numerical algorithms, MOR (see [[Projection based MOR]] for the basic idea) has been recognized as very efficient for reducing the simulation time of large-scale systems. Through model order reduction, a small system with reduced number of equations (reduced model) is derived. The reduced model is simulated instead, and the solution of the original PDEs or ODEs can then be recovered from the solution of the reduced model. As a result, the simulation time of the original large-scale system can be shortened by several orders of magnitude. The reduced model as a whole can also replace the original system and be reused repeatedly during the design process, which can further save much time. &lt;br /&gt;
&lt;br /&gt;
[[:Category:Parametric_method|Parametric model order reduction (PMOR) methods]] are designed for model order reduction of parametrized systems, where the parameters of the system play an important role in practical applications such as Integrated Circuit (IC) design, MEMS design, and chemical engineering. The parameters could be the variables describing geometrical measurements, material properties, the damping of the system or the component flow-rate. The reduced models are constructed such that all the parameters can be preserved with acceptable accuracy.&lt;br /&gt;
&lt;br /&gt;
MOR Wiki is divided in pages providing [[:Category:Benchmark|benchmarks of parametric or non-parametric models]] and pages explaining applicable (P)MOR [[:Category:Method|methods]].&lt;br /&gt;
&lt;br /&gt;
Following the [[submission rules]], one can also submit new benchmarks or method pages. &lt;br /&gt;
&lt;br /&gt;
Consult the [http://meta.wikimedia.org/wiki/Help:Contents User&#039;s Guide] for information on using the wiki software.&lt;br /&gt;
&lt;br /&gt;
A BibTeX file which contains a list of references which are related to model order reduction can be found and downloaded here: [[Bibtex]].&lt;br /&gt;
 &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
== List of all Categories in the Wiki ==&lt;br /&gt;
{{special:categories}}&lt;br /&gt;
&lt;br /&gt;
{|&lt;br /&gt;
|- valign=&amp;quot;top&amp;quot;&lt;br /&gt;
|&amp;lt;categorytree mode=all&amp;gt;Benchmark&amp;lt;/categorytree&amp;gt; || &amp;lt;categorytree mode=all&amp;gt;Method&amp;lt;/categorytree&amp;gt; || &amp;lt;categorytree mode=all&amp;gt;Software&amp;lt;/categorytree&amp;gt;&lt;br /&gt;
|}&lt;br /&gt;
&lt;br /&gt;
== List of all Pages Currently in the Wiki ==&lt;br /&gt;
{{special:allpages}}&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1797</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1797"/>
		<updated>2015-11-05T09:23:13Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third authors last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references to [[User:Baur]]. &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
One can download the full [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/bibfiles/mor.bib mor.bib] including a list of BibTex Strings, or browse it in [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/ html format].&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Main_Page&amp;diff=1796</id>
		<title>Main Page</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Main_Page&amp;diff=1796"/>
		<updated>2015-11-05T09:19:39Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;&amp;lt;big&amp;gt;&#039;&#039;&#039;Welcome to the MOR Wiki&#039;&#039;&#039;&amp;lt;/big&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;div class=&amp;quot;thumb tright&amp;quot; style=&amp;quot;width:302px;&amp;quot;&amp;gt;&lt;br /&gt;
&amp;lt;wikitwidget class=&amp;quot;twitter-timeline&amp;quot;  href=&amp;quot;https://twitter.com/mor_wiki&amp;quot;  data-widget-id=&amp;quot;428887480843001856&amp;quot;/&amp;gt;&lt;br /&gt;
&amp;lt;/div&amp;gt;&lt;br /&gt;
 &lt;br /&gt;
The purpose of the Model Order Reduction (MOR) Wiki is to bring together experts in the area of model reduction, as well as researchers from application areas in an attempt to provide a platform for exchanging ideas and examples. &lt;br /&gt;
&lt;br /&gt;
Modeling and numerical simulation are unavoidable in many application and research areas, e.g. reaction processes, micro-electro-mechanical systems ([[:Wikipedia:MEMS|MEMS]]) design, and control design. The processes or devices can be modeled by partial differential equations ([[:Wikipedia:Partial_differential_equation|PDEs]]). To simulate such models, spatial discretization via e.g. finite element discretization is necessary, which results in a system of ordinary differential equations ([[:Wikipedia:Ordinary_differential_equation|ODEs]]), or differential algebraic equations ([[:Wikipedia:Differential_algebraic_equation|DAEs]]). &lt;br /&gt;
  &lt;br /&gt;
After spatial discretization, the number of degrees of freedom is usually very high. It is therefore very time consuming to simulate such large-scale systems of ODEs or DAEs. Developed from well-established mathematical theories and robust numerical algorithms, MOR (see [[Projection based MOR]] for the basic idea) has been recognized as very efficient for reducing the simulation time of large-scale systems. Through model order reduction, a small system with reduced number of equations (reduced model) is derived. The reduced model is simulated instead, and the solution of the original PDEs or ODEs can then be recovered from the solution of the reduced model. As a result, the simulation time of the original large-scale system can be shortened by several orders of magnitude. The reduced model as a whole can also replace the original system and be reused repeatedly during the design process, which can further save much time. &lt;br /&gt;
&lt;br /&gt;
[[:Category:Parametric_method|Parametric model order reduction (PMOR) methods]] are designed for model order reduction of parametrized systems, where the parameters of the system play an important role in practical applications such as Integrated Circuit (IC) design, MEMS design, and chemical engineering. The parameters could be the variables describing geometrical measurements, material properties, the damping of the system or the component flow-rate. The reduced models are constructed such that all the parameters can be preserved with acceptable accuracy.&lt;br /&gt;
&lt;br /&gt;
MOR Wiki is divided in pages providing [[:Category:Benchmark|benchmarks of parametric or non-parametric models]] and pages explaining applicable (P)MOR [[:Category:Method|methods]].&lt;br /&gt;
&lt;br /&gt;
Following the [[submission rules]], one can also submit new benchmarks or method pages. &lt;br /&gt;
&lt;br /&gt;
Consult the [http://meta.wikimedia.org/wiki/Help:Contents User&#039;s Guide] for information on using the wiki software.&lt;br /&gt;
&lt;br /&gt;
A BibTeX file which contains a list of references which are related to model order reduction can be found and downloaded here: [[Bibtex|MOR BibTeX]].&lt;br /&gt;
 &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
== List of all Categories in the Wiki ==&lt;br /&gt;
{{special:categories}}&lt;br /&gt;
&lt;br /&gt;
{|&lt;br /&gt;
|- valign=&amp;quot;top&amp;quot;&lt;br /&gt;
|&amp;lt;categorytree mode=all&amp;gt;Benchmark&amp;lt;/categorytree&amp;gt; || &amp;lt;categorytree mode=all&amp;gt;Method&amp;lt;/categorytree&amp;gt; || &amp;lt;categorytree mode=all&amp;gt;Software&amp;lt;/categorytree&amp;gt;&lt;br /&gt;
|}&lt;br /&gt;
&lt;br /&gt;
== List of all Pages Currently in the Wiki ==&lt;br /&gt;
{{special:allpages}}&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1794</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1794"/>
		<updated>2015-11-05T09:14:51Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third authors last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references to [[User:Baur]]. &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
One can download the full [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/bibfiles/mor.bib mor.bib] including a list of BibTex Strings, or browse it in [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/ html format]. The BibTeX file is updated every hour.&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1793</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1793"/>
		<updated>2015-11-05T09:10:24Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third authors last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references to [[User:Baur]]. &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
One can download the full [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/bibfiles/mor.bib mor.bib] including a list of BibTex Strings, or browse it in [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/ html format].&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1784</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1784"/>
		<updated>2015-10-30T11:13:04Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
MOR BibTeX entries divided into several categories and sorted by year: [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/ MOR BibTeX entries].&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third atuhros last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 Examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references (or comments) to baur@mpi-magdeburg.mpg.de.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
For a download of the full mor.bib including a list of BibTex Strings xxx&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1783</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1783"/>
		<updated>2015-10-30T11:12:53Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
MOR BibTeX entries divided into several categories and sorted by year: [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/ MOR BibTeX entries].&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third atuhros last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references (or comments) to baur@mpi-magdeburg.mpg.de.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
For a download of the full mor.bib including a list of BibTex Strings xxx&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1782</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1782"/>
		<updated>2015-10-30T11:09:50Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
MOR BibTeX entries divided into several categories and sorted by year: [http://morwiki.mpi-magdeburg.mpg.de/BibTeX/ MOR BibTeX entries].&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third atuhros last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references to baur@mpi-magdeburg.mpg.de.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
For a download of the full mor.bib including a list of BibTex Strings xxx&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1781</id>
		<title>Category:Method</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1781"/>
		<updated>2015-10-30T10:56:08Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;All pages describing a model order reduction method are part of this category.&lt;br /&gt;
&lt;br /&gt;
A comparison of model order reduction methods can be found for example in&amp;lt;ref name=&amp;quot;antoulas00&amp;quot;&amp;gt;A.C. Antoulas; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/ttpapers/GugercinC3.pdf A comparative study of 7 algorithms for model reduction]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the 39th IEEE Conference on Decision and Control, vol.3, pp. 2367--2372, 2000.&amp;lt;/ref&amp;gt;, &amp;lt;ref name=&amp;quot;antoulas01&amp;quot;&amp;gt;&lt;br /&gt;
A.C. Antoulas; D.C. Sorensen; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/papers/survey.pdf A survey of model reduction methods for large-scale systems]&amp;lt;/span&amp;gt;&amp;quot;, Contemporary mathematics, vol.280, pp. 193--220, 2001.&amp;lt;/ref&amp;gt; and cover:&lt;br /&gt;
&lt;br /&gt;
* [[Balanced Truncation]]&lt;br /&gt;
* [[Balanced Truncation|Approximate Balancing]]&lt;br /&gt;
* Hankel Norm Approximation&lt;br /&gt;
* Singular Perturbation&lt;br /&gt;
* [[IRKA|Rational Krylov Method]]&lt;br /&gt;
* Lanczos Method&lt;br /&gt;
* Arnoldi Method&lt;br /&gt;
&lt;br /&gt;
A comparison of parametric model order reduction methods is conducted in &amp;lt;ref name=&amp;quot;baur15&amp;quot;&amp;gt;U. Baur; P. Benner; B. Haasdonk; C. Himpe; I. Martini; M. Ohlberger, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www2.mpi-magdeburg.mpg.de/preprints/2015/MPIMD15-01.pdf Comparison of methods for parametric model order reduction of instationary problems]&amp;lt;/span&amp;gt;&amp;quot;, Preprint, 2015&amp;lt;/ref&amp;gt; and covers:&lt;br /&gt;
&lt;br /&gt;
* POD&lt;br /&gt;
* POD-Greedy&lt;br /&gt;
* Matrix Interpolation&lt;br /&gt;
* [[Transfer Function Interpolation]]&lt;br /&gt;
* [[Piecewise H2 Tangential Interpolation]]&lt;br /&gt;
* [[Moment-matching PMOR method|Multi Parameter Moment Matching]]&lt;br /&gt;
* [[Emgr|Empirical Linear Cross Gramian]]&lt;br /&gt;
&lt;br /&gt;
== References ==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
----&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Piecewise_H2_Tangential_Interpolation&amp;diff=1780</id>
		<title>Piecewise H2 Tangential Interpolation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Piecewise_H2_Tangential_Interpolation&amp;diff=1780"/>
		<updated>2015-10-30T10:55:16Z</updated>

		<summary type="html">&lt;p&gt;Baur: Created page with &amp;quot;Category:method Category:linear Category:parametric Category:time invariant  &amp;#039;&amp;#039;&amp;#039;Piecewise H2 tangential interpolation&amp;#039;&amp;#039;&amp;#039; (PWH2TanInt) is an approach for parame...&amp;quot;&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Piecewise H2 tangential interpolation&#039;&#039;&#039; (PWH2TanInt) is an approach for parametric model order reduction which is based on IRKA and a concatenation of the resulting local bases to a global basis for projection on a low-dimensional subspace.&lt;br /&gt;
&amp;lt;ref name=&amp;quot;morBauBBetal11&amp;quot;&amp;gt; U. Baur, C. A. Beattie, P. Benner, and S. Gugercin, &lt;br /&gt;
&amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://epubs.siam.org/doi/abs/10.1137/090776925 Interpolatory projection methods for parameterized model reduction]&amp;lt;/span&amp;gt;&amp;quot;, &lt;br /&gt;
SIAM J. Sci. Comput., 33(5):2489-2518, 2011&amp;lt;/ref&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
IRKA computes optimal (frequency) shifts &amp;lt;math&amp;gt;s_i&amp;lt;/math&amp;gt; and corresponding tangential directions &amp;lt;math&amp;gt;b_{ij}&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;c_{ij}&amp;lt;/math&amp;gt; such that&lt;br /&gt;
&lt;br /&gt;
the reduced-order transfer function matches the p-gradient and p-Hessian of the original system response with respect to the parameters:&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
\nabla_{\!p}c_{ij}^T  G( s_i, p_j)b_{ij} =\nabla_{\!p}c_{ij}^T  \hat G  ( s_i, p_j)b_{ij}, \quad  \nabla^2_{\!p}c_{ij}^T  G( s_i, p_j)b_{ij} =\nabla^2_{\!p}c_{ij}^T  \hat G  ( s_i,p_j)b_{ij},&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
for &amp;lt;math&amp;gt;i=1,\ldots,r&#039;,\ j=1,\ldots, K&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Additionally, the usual tangential interpolation properties hold:&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
G( s_i, p_j)b_{ij} = \hat G( s_i, p_j)b_{ij},\quad c_{ij}^TG( s_i, p_j) =  c_{ij}^T\hat G( s_i, p_j).&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
==Contact==&lt;br /&gt;
&lt;br /&gt;
[[User:Baur]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur_MoRePaS.pdf&amp;diff=1779</id>
		<title>File:Poster Baur MoRePaS.pdf</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur_MoRePaS.pdf&amp;diff=1779"/>
		<updated>2015-10-30T10:36:14Z</updated>

		<summary type="html">&lt;p&gt;Baur: PMOR Comparison from MoRePaS II&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;PMOR Comparison from MoRePaS II&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur.pdf&amp;diff=1778</id>
		<title>File:Poster Baur.pdf</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Poster_Baur.pdf&amp;diff=1778"/>
		<updated>2015-10-30T10:34:19Z</updated>

		<summary type="html">&lt;p&gt;Baur: PMOR Comparison from ModRedCIRM &amp;#039;Model Reduction and Approximation for Complex Systems&amp;#039;, Luminy, 2013&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;PMOR Comparison from ModRedCIRM &#039;Model Reduction and Approximation for Complex Systems&#039;, Luminy, 2013&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1777</id>
		<title>Category:Method</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Category:Method&amp;diff=1777"/>
		<updated>2015-10-30T10:22:06Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;All pages describing a model order reduction method are part of this category.&lt;br /&gt;
&lt;br /&gt;
A comparison of model order reduction methods can be found for example in&amp;lt;ref name=&amp;quot;antoulas00&amp;quot;&amp;gt;A.C. Antoulas; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/ttpapers/GugercinC3.pdf A comparative study of 7 algorithms for model reduction]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the 39th IEEE Conference on Decision and Control, vol.3, pp. 2367--2372, 2000.&amp;lt;/ref&amp;gt;, &amp;lt;ref name=&amp;quot;antoulas01&amp;quot;&amp;gt;&lt;br /&gt;
A.C. Antoulas; D.C. Sorensen; S. Gugercin, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.math.vt.edu/people/gugercin/papers/survey.pdf A survey of model reduction methods for large-scale systems]&amp;lt;/span&amp;gt;&amp;quot;, Contemporary mathematics, vol.280, pp. 193--220, 2001.&amp;lt;/ref&amp;gt; and cover:&lt;br /&gt;
&lt;br /&gt;
* [[Balanced Truncation]]&lt;br /&gt;
* [[Balanced Truncation|Approximate Balancing]]&lt;br /&gt;
* Hankel Norm Approximation&lt;br /&gt;
* Singular Perturbation&lt;br /&gt;
* [[IRKA|Rational Krylov Method]]&lt;br /&gt;
* Lanczos Method&lt;br /&gt;
* Arnoldi Method&lt;br /&gt;
&lt;br /&gt;
A comparison of parametric model order reduction methods is conducted in &amp;lt;ref name=&amp;quot;baur15&amp;quot;&amp;gt;U. Baur; P. Benner; B. Haasdonk; C. Himpe; I. Martini; M. Ohlberger, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www2.mpi-magdeburg.mpg.de/preprints/2015/MPIMD15-01.pdf Comparison of methods for parametric model order reduction of instationary problems]&amp;lt;/span&amp;gt;&amp;quot;, Preprint, 2015&amp;lt;/ref&amp;gt; and covers:&lt;br /&gt;
&lt;br /&gt;
* POD&lt;br /&gt;
* POD-Greedy&lt;br /&gt;
* Matrix Interpolation&lt;br /&gt;
* [[Transfer Function Interpolation]]&lt;br /&gt;
* Piecewise H2 Tangential Interpolation&lt;br /&gt;
* [[Moment-matching PMOR method|Multi Parameter Moment Matching]]&lt;br /&gt;
* [[Emgr|Empirical Linear Cross Gramian]]&lt;br /&gt;
&lt;br /&gt;
== References ==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
----&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1776</id>
		<title>Publications</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Publications&amp;diff=1776"/>
		<updated>2015-10-30T10:13:06Z</updated>

		<summary type="html">&lt;p&gt;Baur: Frontpage for download of BibTeX file mor.bib&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;The BibTeX file mor.bib contains a list of references which are related to model order reduction.&lt;br /&gt;
The purpose of this BibTeX file is to facilitate the citation of MOR literature and to cite sources in a consistent manner.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The Bibtex keys for the entries are formed by &#039;mor&#039; followed by the authors name(s) and&lt;br /&gt;
the year of publication as, e.g., in &lt;br /&gt;
&lt;br /&gt;
  3 leading characters of first authors last name (morXxx)&lt;br /&gt;
 +1 leading character of second and third atuhros last names (YZ)&lt;br /&gt;
 +year of publication as 2 digits (15)&lt;br /&gt;
 +1 additional character for counting if the previous is non-unique&lt;br /&gt;
 examples: morXxx08, morXxxYZ10, morXxxYZ15a, morXxxYZ15b, morXxxYZetal15&lt;br /&gt;
&lt;br /&gt;
Everybody is encouraged to send missing references to xxx. &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
For a download of the full mor.bib including a list of BibTex Strings press ...&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Anemometer.tar.gz&amp;diff=1718</id>
		<title>File:Anemometer.tar.gz</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Anemometer.tar.gz&amp;diff=1718"/>
		<updated>2015-02-13T09:05:44Z</updated>

		<summary type="html">&lt;p&gt;Baur: Baur uploaded a new version of &amp;amp;quot;File:Anemometer.tar.gz&amp;amp;quot;: changed: matrix E2
new: m file for generating the 3p anemometer&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;data for 1 parameter and 3 parameter anemometer example&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=MOR_Wiki:Current_events&amp;diff=1603</id>
		<title>MOR Wiki:Current events</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=MOR_Wiki:Current_events&amp;diff=1603"/>
		<updated>2013-12-05T12:27:31Z</updated>

		<summary type="html">&lt;p&gt;Baur: details for mor wiki user meeting&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;== MOR Wiki Users Meetings ==&lt;br /&gt;
The first general assembly of MOR Wiki users will take part at 10th of December, 2013, from 4:30-5:30 pm in room V0.05.1 at the MPI in Magdeburg (Germany).&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
== Upcoming Workhops and Conferences == &lt;br /&gt;
* [https://www.mpi-magdeburg.mpg.de/mpcsc/events/ModRed/2013/ ModRed 2013] December 11th - 13th, 2013; Magdeburg (Germany)&lt;br /&gt;
* [http://jahrestagung.gamm-ev.de/index.php/scientific-program/minisymposia Parametric Model Reduction of Dynamical Systems] Minisymposium at the [http://jahrestagung.gamm-ev.de/ GAMM annual meeting 2014] March 10th - 14th, 2014; Erlangen (Germany)&lt;br /&gt;
&lt;br /&gt;
== Past Events ==&lt;br /&gt;
* [http://modredcirm2013.uni-muenster.de/ CIRM workshop Model Reduction and Approximation for Complex Systems] June 10th - 14th, 2013; Marseille (France)&lt;br /&gt;
* [http://www.morepas.org/workshop2012/index.html MoRePaS 2] October 2nd-5th, 2012; Günzburg (Germany)&lt;br /&gt;
* [http://www.uni-muenster.de/CeNoS/ocs/index.php/MRP/MRP09/ MoRePaS] September 16th-18th, 2009 Münster (Germany)&lt;br /&gt;
* [http://web.archive.org/web/20070612131401/http://www.math.tu-berlin.de/numerik/mt/NumMat/Meetings/0310_MFO/ Dimensional Reduction of Large-Scale Systems] October 19th-25th, 2003 Oberwolfach (Germany)&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Transfer_Function_Interpolation&amp;diff=1536</id>
		<title>Transfer Function Interpolation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Transfer_Function_Interpolation&amp;diff=1536"/>
		<updated>2013-05-31T10:19:29Z</updated>

		<summary type="html">&lt;p&gt;Baur: add contact&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Transfer function interpolation&#039;&#039;&#039; is an approach for parameter-preserving model order reduction which is based on a combination of [[Balanced Truncation|balanced truncation]] (or any other model order reduction method for deterministic linear, time-invariant systems) at certain distinct parameter values (the interpolation points) with interpolation. The approach is quite flexible in allowing the use of numerous interpolation techniques like polynomial, Hermite, rational, sinc, and spline interpolation.&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The method will exemplarily be introduced for reducing a system given by the transfer function&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
G(s,p) = C(sE - A1- p A2 )^{-1}B).&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The PMOR approach was originally  proposed in &amp;lt;ref name=&amp;quot;BauB09&amp;quot;&amp;gt; U. Baur and P. Benner, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.oldenbourg-link.com/doi/abs/10.1524/auto.2009.0787 Modellreduktion für parametrisierte Systeme durch balanciertes Abschneiden und Interpolation (Model Reduction for Parametric Systems Using Balanced Truncation and Interpolation)]&amp;lt;/span&amp;gt;&amp;quot;, &lt;br /&gt;
at-Automatisierungstechnik, vol. 57, no. 8, pp. 411-420, 2009&amp;lt;/ref&amp;gt;&lt;br /&gt;
using polynomial interpolation. It can simply be extended to a hybrid approach of [[Balanced Truncation|balanced truncation]] applying different kinds of interpolation.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
In the following rational interpolation will be employed for the interpolation of the locally reduced-order transfer functions.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
It is assumed that for &amp;lt;math&amp;gt;k+1&amp;lt;/math&amp;gt; interpolation points &amp;lt;math&amp;gt;p_0, \dots, p_k&amp;lt;/math&amp;gt; somehow distributed over the parameter interval, &lt;br /&gt;
the underlying non-parametric systems&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
  G(s,p_j) =  C( sE - A1- p_j A2)^{-1} B, \quad j = 0,\dots k,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
are stable, i.e. all finite eigenvalues of the regular pencils &amp;lt;math&amp;gt;\lambda E - A1 - p_j A2&amp;lt;/math&amp;gt; lie in the open left half of the complex plane.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Then, [[Balanced Truncation|balanced truncation]] can be applied to &amp;lt;math&amp;gt;G(s,p_j)&amp;lt;/math&amp;gt; leading to reduced-order systems of order &amp;lt;math&amp;gt;r_j&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
 \hat G_j(s) := \hat G(s,p_j) = \hat C_j(s \hat E_j - \hat A1_j - \hat A2_j)^{-1}\hat B_j, \quad \textrm{for} \ j=0,\dots,k.&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The reduced-order transfer function over the whole parameter interval is obtained by rational interpolation, e.g. by use of the barycentric formula&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
\hat G_I(s,p) = \frac{\textrm{num}(s,p)}{\textrm{den}(s,p)} =&lt;br /&gt;
&lt;br /&gt;
\frac{\sum\limits_{j=0}^k \frac{u_j}{p - p_j} \hat G_j(s) }{\sum\limits_{j=0}^{k} \frac{u_j}{p - p_j}}&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
for real numbers &amp;lt;math&amp;gt;u_j\ne 0&amp;lt;/math&amp;gt; and with numerator and denominator of degree at most &amp;lt;math&amp;gt;k&amp;lt;/math&amp;gt; &amp;lt;ref&amp;gt;J.-P. Berrut, R. Baltensperger, and H.D. Mittelmann, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://link.springer.com/chapter/10.1007%2F3-7643-7356-3_3# Recent developments in barycentric rational interpolation]&amp;lt;/span&amp;gt;&amp;quot;, in Trends and applications in constructive approximation,&lt;br /&gt;
  vol. 151 of  Internat. Ser. Numer. Math., pp. 27-51. Birkhäuser, Basel, 2005.&amp;lt;/ref&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
==Higher dimensional parameter spaces==&lt;br /&gt;
&lt;br /&gt;
For systems including more than one parameter, the problem of finding a reduced-order interpolating function over the whole parameter space&lt;br /&gt;
&lt;br /&gt;
is much more involved. The main reason for that is the exponentially growing number of interpolation points for higher dimensional parameter spaces.&lt;br /&gt;
&lt;br /&gt;
This leads to a high computationally complexity since [[Balanced Truncation|balanced truncation]] has to be applied many times. Furthermore, the order of the reduced-order&lt;br /&gt;
&lt;br /&gt;
system grows exponentially as well.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
A strategy for an effective and representative choice  of parameter points in higher dimensional parameter spaces&lt;br /&gt;
&lt;br /&gt;
comes through the use of  [[wikipedia:Sparse_grid|sparse grids]], see, e.g. &amp;lt;ref&amp;gt;H.-J. Bungartz and M. Griebel, Sparse grids.&lt;br /&gt;
 Acta Numerica, vol. 13, pp. 147-269, 2004.&amp;lt;/ref&amp;gt;, &amp;lt;ref&amp;gt;M. Griebel&lt;br /&gt;
Sparse grids and related approximation schemes for higher dimensional problems&lt;br /&gt;
In Foundations of Computational Mathematics (FoCM05), Santander}, pp. 106-161, 2006.&amp;lt;/ref&amp;gt;, &amp;lt;ref&amp;gt;C. Zenger&lt;br /&gt;
Sparse grids&lt;br /&gt;
In Parallel algorithms for partial differential equations&lt;br /&gt;
  (Kiel, 1990), vol. 31 of Notes Numer. Fluid Mech., pp. 241-251, 1991.&amp;lt;/ref&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
This  approach is based on a hierarchical basis and a sparse tensor product&lt;br /&gt;
&lt;br /&gt;
construction. Significantly less interpolation points are needed for obtaining a similar accuracy as interpolation in a full grid space.&lt;br /&gt;
&lt;br /&gt;
A coupling of [[Balanced Truncation|balanced truncation]] with piecewise polynomial interpolation using sparse grid points was described in &amp;lt;ref name=&amp;quot;BauB09&amp;quot;/&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Numerical results==&lt;br /&gt;
&lt;br /&gt;
Numerical results for the [[Anemometer|anemometer benchmark]] can be found in &lt;br /&gt;
&amp;lt;ref&amp;gt;U. Baur, P. Benner, A. Greiner, J. G. Korvink, J. Lienemann and C. Moosmann, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1080/13873954.2011.547658 Parameter preserving model order reduction for MEMS applications]&amp;lt;/span&amp;gt;&amp;quot;, MCMDS Mathematical and Computer Modeling of Dynamical Systems, vol. 17, no. 4, pp. 297-317, 2011.&amp;lt;/ref&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
==Contact==&lt;br /&gt;
&lt;br /&gt;
[[User:Baur]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Transfer_Function_Interpolation&amp;diff=1458</id>
		<title>Transfer Function Interpolation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Transfer_Function_Interpolation&amp;diff=1458"/>
		<updated>2013-05-28T22:20:59Z</updated>

		<summary type="html">&lt;p&gt;Baur: new method for PMOR&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Transfer function interpolation&#039;&#039;&#039; is an approach for parameter-preserving model order reduction which is based on a combination of [[Balanced Truncation|balanced truncation]] (or any other model order reduction method for deterministic linear, time-invariant systems) at certain distinct parameter values (the interpolation points) with interpolation. The approach is quite flexible in allowing the use of numerous interpolation techniques like polynomial, Hermite, rational, sinc, and spline interpolation.&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The method will exemplarily be introduced for reducing a system given by the transfer function&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
G(s,p) = C(sE - A1- p A2 )^{-1}B).&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The PMOR approach was originally  proposed in &amp;lt;ref name=&amp;quot;BauB09&amp;quot;&amp;gt; U. Baur and P. Benner, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://www.oldenbourg-link.com/doi/abs/10.1524/auto.2009.0787 Modellreduktion für parametrisierte Systeme durch balanciertes&lt;br /&gt;
  Abschneiden und Interpolation (Model Reduction for Parametric Systems Using Balanced Truncation and Interpolation)]&amp;lt;/span&amp;gt;&amp;quot;, &lt;br /&gt;
at-Automatisierungstechnik, vol. 57, no. 8, pp. 411-420, 2009&amp;lt;/ref&amp;gt;&lt;br /&gt;
using polynomial interpolation. It can simply be extended to a hybrid approach of [[Balanced Truncation|balanced truncation]] applying different kinds of interpolation.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
In the following rational interpolation will be employed for the interpolation of the locally reduced-order transfer functions.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
It is assumed that for &amp;lt;math&amp;gt;k+1&amp;lt;/math&amp;gt; interpolation points &amp;lt;math&amp;gt;p_0, \dots, p_k&amp;lt;/math&amp;gt; somehow distributed over the parameter interval, &lt;br /&gt;
the underlying non-parametric systems&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
  G(s,p_j) =  C( sE - A1- p_j A2)^{-1} B, \quad j = 0,\dots k,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
are stable, i.e. all finite eigenvalues of the regular pencils &amp;lt;math&amp;gt;\lambda E - A1 - p_j A2&amp;lt;/math&amp;gt; lie in the open left half of the complex plane.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Then, [[Balanced Truncation|balanced truncation]] can be applied to &amp;lt;math&amp;gt;G(s,p_j)&amp;lt;/math&amp;gt; leading to reduced-order systems of order &amp;lt;math&amp;gt;r_j&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
 \hat G_j(s) := \hat G(s,p_j) = \hat C_j(s \hat E_j - \hat A1_j - \hat A2_j)^{-1}\hat B_j, \quad \textrm{for} \ j=0,\dots,k.&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The reduced-order transfer function over the whole parameter interval is obtained by rational interpolation, e.g. by use of the barycentric formula&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
\hat G_I(s,p) = \frac{\textrm{num}(s,p)}{\textrm{den}(s,p)} =&lt;br /&gt;
&lt;br /&gt;
\frac{\sum\limits_{j=0}^k \frac{u_j}{p - p_j} \hat G_j(s) }{\sum\limits_{j=0}^{k} \frac{u_j}{p - p_j}}&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
for real numbers &amp;lt;math&amp;gt;u_j\ne 0&amp;lt;/math&amp;gt; and with numerator and denominator of degree at most &amp;lt;math&amp;gt;k&amp;lt;/math&amp;gt; &amp;lt;ref&amp;gt;J.-P. Berrut, R. Baltensperger, and H.D. Mittelmann, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://link.springer.com/chapter/10.1007%2F3-7643-7356-3_3#&lt;br /&gt;
 Recent developments in barycentric rational interpolation]&amp;lt;/span&amp;gt;&amp;quot;, in Trends and applications in constructive approximation,&lt;br /&gt;
  vol. 151 of  Internat. Ser. Numer. Math., pp. 27-51. Birkhäuser, Basel, 2005.&amp;lt;/ref&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
==Higher dimensional parameter spaces==&lt;br /&gt;
&lt;br /&gt;
For systems including more than one parameter, the problem of finding a reduced-order interpolating function over the whole parameter space&lt;br /&gt;
&lt;br /&gt;
is much more involved. The main reason for that is the exponentially growing number of interpolation points for higher dimensional parameter spaces.&lt;br /&gt;
&lt;br /&gt;
This leads to a high computationally complexity since [[Balanced Truncation|balanced truncation]] has to be applied many times. Furthermore, the order of the reduced-order&lt;br /&gt;
&lt;br /&gt;
system grows exponentially as well.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
A strategy for an effective and representative choice  of parameter points in higher dimensional parameter spaces&lt;br /&gt;
&lt;br /&gt;
comes through the use of  [[wikipedia:Sparse_grid|sparse grids]], see, e.g. &amp;lt;ref&amp;gt;H.-J. Bungartz and M. Griebel, Sparse grids.&lt;br /&gt;
 Acta Numerica, vol. 13, pp. 147-269, 2004.&amp;lt;/ref&amp;gt;, &amp;lt;ref&amp;gt;M. Griebel&lt;br /&gt;
Sparse grids and related approximation schemes for higher dimensional problems&lt;br /&gt;
In Foundations of Computational Mathematics (FoCM05), Santander}, pp. 106-161, 2006.&amp;lt;/ref&amp;gt;, &amp;lt;ref&amp;gt;C. Zenger&lt;br /&gt;
Sparse grids&lt;br /&gt;
In Parallel algorithms for partial differential equations&lt;br /&gt;
  (Kiel, 1990), vol. 31 of Notes Numer. Fluid Mech., pp. 241-251, 1991.&amp;lt;/ref&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
This  approach is based on a hierarchical basis and a sparse tensor product&lt;br /&gt;
&lt;br /&gt;
construction. Significantly less interpolation points are needed for obtaining a similar accuracy as interpolation in a full grid space.&lt;br /&gt;
&lt;br /&gt;
A coupling of [[Balanced Truncation|balanced truncation]] with piecewise polynomial interpolation using sparse grid points was described in &amp;lt;ref name=&amp;quot;BauB09&amp;quot;/&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Numerical results==&lt;br /&gt;
&lt;br /&gt;
Numerical results for the [[Anemometer|anemometer benchmark]] can be found in &lt;br /&gt;
&amp;lt;ref&amp;gt;U. Baur, P. Benner, A. Greiner, J. G. Korvink, J. Lienemann and C. Moosmann, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1080/13873954.2011.547658 Parameter preserving model order reduction for MEMS applications]&amp;lt;/span&amp;gt;&amp;quot;, MCMDS Mathematical and Computer Modeling of Dynamical Systems, vol. 17, no. 4, pp. 297-317, 2011.&amp;lt;/ref&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Ilp.m.tar.gz&amp;diff=1425</id>
		<title>File:Ilp.m.tar.gz</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Ilp.m.tar.gz&amp;diff=1425"/>
		<updated>2013-05-23T09:15:48Z</updated>

		<summary type="html">&lt;p&gt;Baur: Baur uploaded a new version of &amp;amp;quot;File:Ilp.m.tar.gz&amp;amp;quot;: benchmark by inverse lyapunov procedure
with control of random number generator seed&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1424</id>
		<title>Inverse Lyapunov Procedure</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1424"/>
		<updated>2013-05-23T09:04:47Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
The &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; (ilp) is a synthetic random linear system generator.&lt;br /&gt;
It is based on reversing the [[Balanced_Truncation|Balanced Truncation]] procedure and was developed in &amp;lt;ref name=&amp;quot;smith03&amp;quot;&amp;gt;S.C. Smith, J. Fisher, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1243494 On generating random systems: a gramian approach]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the American Control Conference, 2003.&amp;lt;/ref&amp;gt;, where a description of the algorithm is given.&lt;br /&gt;
&lt;br /&gt;
A central point is the solution of the Lyapunov equations for the system matrix instead of the gramian matrix.&lt;br /&gt;
This is feasable due to the symmetric (semi-)positive definiteness of the gramians and the requirement of a stable system.&lt;br /&gt;
The solution will not be unique and include a symmetric system matrix, yet can be solved efficiently using empirical gramians.&lt;br /&gt;
&lt;br /&gt;
==Usage==&lt;br /&gt;
&lt;br /&gt;
Use the following matlab code to generate a random system by [[Media:ilp.m|ilp]]:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
function [A B C] = ilp(J,N,O,s,r)&lt;br /&gt;
% ilp (inverse lyapunov procedure)&lt;br /&gt;
% by Christian Himpe, 2013 ( http://gramian.de )&lt;br /&gt;
% released under BSD 2-Clause License ( http://gramian.de/#license )&lt;br /&gt;
%*&lt;br /&gt;
&lt;br /&gt;
if(exist(&#039;emgr&#039;)~=2) disp(&#039;emgr framework is required. Download at http://gramian.de/emgr.m&#039;); return; end&lt;br /&gt;
&lt;br /&gt;
if(nargin==5) rand(&#039;seed&#039;,r); randn(&#039;seed&#039;,r); end;&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvalues&lt;br /&gt;
 WC = exp(-N + N*rand(N,1));&lt;br /&gt;
 WO = exp(-N + N*rand(N,1));&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvectors&lt;br /&gt;
 X = randn(N,N);&lt;br /&gt;
 [U E V] = svd(X);&lt;br /&gt;
&lt;br /&gt;
%% Balancing Trafo&lt;br /&gt;
 [P D Q] = svd(diag(WC.*WO));&lt;br /&gt;
 W = -D;&lt;br /&gt;
&lt;br /&gt;
%% Input and Output&lt;br /&gt;
 B = randn(N,J);&lt;br /&gt;
&lt;br /&gt;
 if(nargin&amp;lt;4 || s==0)&lt;br /&gt;
        C = randn(O,N);&lt;br /&gt;
 else&lt;br /&gt;
        C = B&#039;;&lt;br /&gt;
 end&lt;br /&gt;
&lt;br /&gt;
%% Scale Output Matrix&lt;br /&gt;
 BB = sum(B.*B,2);  % = diag(B*B&#039;)&lt;br /&gt;
 CC = sum(C.*C,1)&#039;; % = diag(C&#039;*C)&lt;br /&gt;
 C = bsxfun(@times,C,sqrt(BB./CC)&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Solve System Matrix&lt;br /&gt;
 f = @(x,u,p) W*x+B*u;&lt;br /&gt;
 g = @(x,u,p) C*x;&lt;br /&gt;
 A = -emgr(f,g,[J N O],0,[0 0.01 1],&#039;c&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Unbalance System&lt;br /&gt;
 T = U&#039;*P&#039;;&lt;br /&gt;
 A = T*A*T&#039;;&lt;br /&gt;
 B = T*B;&lt;br /&gt;
 C = C*T&#039;;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The function call requires three parameters; the number of inputs &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;, of states &amp;lt;math&amp;gt;N&amp;lt;/math&amp;gt; and outputs &amp;lt;math&amp;gt;O&amp;lt;/math&amp;gt;.&lt;br /&gt;
Optionally, a symmetric system can be enforced with the parameter &amp;lt;math&amp;gt;s=1&amp;lt;/math&amp;gt;.&lt;br /&gt;
For reproducibility, the random number generator seed can be controlled by the parameter &amp;lt;math&amp;gt;r \in \mathbb{N}&amp;lt;/math&amp;gt;.&lt;br /&gt;
The return value consists of three matrices; the system matrix &amp;lt;math&amp;gt;A&amp;lt;/math&amp;gt;, the input matrix &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; and the output matrix &amp;lt;math&amp;gt;C&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
[A,B,C] = ilp(J,N,O,s,r);&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;ilp&#039;&#039;&#039; is compatible with [[wikipedia:MATLAB|MATLAB]] and [[wikipedia:GNU_Octave|OCTAVE]].&lt;br /&gt;
The matlab code can be downloaded: [[Media:ilp.m.tar.gz|ilp.m]].&lt;br /&gt;
The required [[Emgr|Empirical Gramian Framework]] can be obtained from [http://gramian.de/emgr.m http://gramian.de].&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&amp;lt;references /&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact== &lt;br /&gt;
[[User:Himpe|Christian Himpe]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1423</id>
		<title>Inverse Lyapunov Procedure</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1423"/>
		<updated>2013-05-23T09:01:17Z</updated>

		<summary type="html">&lt;p&gt;Baur: modified source code included&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
The &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; (ilp) is a synthetic random linear system generator.&lt;br /&gt;
It is based on reversing the [[Balanced_Truncation|Balanced Truncation]] procedure and was developed in &amp;lt;ref name=&amp;quot;smith03&amp;quot;&amp;gt;S.C. Smith, J. Fisher, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1243494 On generating random systems: a gramian approach]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the American Control Conference, 2003.&amp;lt;/ref&amp;gt;, where a description of the algorithm is given.&lt;br /&gt;
&lt;br /&gt;
A central point is the solution of the Lyapunov equations for the system matrix instead of the gramian matrix.&lt;br /&gt;
This is feasable due to the symmetric (semi-)positive definiteness of the gramians and the requirement of a stable system.&lt;br /&gt;
The solution will not be unique and include a symmetric system matrix, yet can be solved efficiently using empirical gramians.&lt;br /&gt;
&lt;br /&gt;
==Usage==&lt;br /&gt;
&lt;br /&gt;
Use the following matlab code to generate a random system by [[Media:ilp.m|ilp]]:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
function [A B C] = ilp(J,N,O,s,r)&lt;br /&gt;
% ilp (inverse lyapunov procedure)&lt;br /&gt;
% by Christian Himpe, 2013 ( http://gramian.de )&lt;br /&gt;
% released under BSD 2-Clause License ( http://gramian.de/#license )&lt;br /&gt;
%*&lt;br /&gt;
&lt;br /&gt;
if(exist(&#039;emgr&#039;)~=2) disp(&#039;emgr framework is required. Download at http://gramian.de/emgr.m&#039;); return; end&lt;br /&gt;
&lt;br /&gt;
if(nargin==5) rand(&#039;seed&#039;,r); randn(&#039;seed&#039;,r); end;&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvalues&lt;br /&gt;
 WC = exp(-N + N*rand(N,1));&lt;br /&gt;
 WO = exp(-N + N*rand(N,1));&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvectors&lt;br /&gt;
 X = randn(N,N);&lt;br /&gt;
 [U E V] = svd(X);&lt;br /&gt;
&lt;br /&gt;
%% Balancing Trafo&lt;br /&gt;
 [P D Q] = svd(diag(WC.*WO));&lt;br /&gt;
 W = -D;&lt;br /&gt;
&lt;br /&gt;
%% Input and Output&lt;br /&gt;
 B = randn(N,J);&lt;br /&gt;
&lt;br /&gt;
 if(nargin&amp;lt;4 || s==0)&lt;br /&gt;
        C = randn(O,N);&lt;br /&gt;
 else&lt;br /&gt;
        C = B&#039;;&lt;br /&gt;
 end&lt;br /&gt;
&lt;br /&gt;
%% Scale Output Matrix&lt;br /&gt;
 BB = sum(B.*B,2);  % = diag(B*B&#039;)&lt;br /&gt;
 CC = sum(C.*C,1)&#039;; % = diag(C&#039;*C)&lt;br /&gt;
 C = bsxfun(@times,C,sqrt(BB./CC)&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Solve System Matrix&lt;br /&gt;
 f = @(x,u,p) W*x+B*u;&lt;br /&gt;
 g = @(x,u,p) C*x;&lt;br /&gt;
 A = -emgr(f,g,[J N O],0,[0 0.01 1],&#039;c&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Unbalance System&lt;br /&gt;
 T = U&#039;*P&#039;;&lt;br /&gt;
 A = T*A*T&#039;;&lt;br /&gt;
 B = T*B;&lt;br /&gt;
 C = C*T&#039;;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The function call requires three parameters; the number of inputs &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;, of states &amp;lt;math&amp;gt;N&amp;lt;/math&amp;gt; and outputs &amp;lt;math&amp;gt;O&amp;lt;/math&amp;gt;.&lt;br /&gt;
Optionally, a symmetric system can be enforced with the parameter &amp;lt;math&amp;gt;s=1&amp;lt;/math&amp;gt;.&lt;br /&gt;
For reproducibility, the random number generator seed can be controlled by the parameter &amp;lt;math&amp;gt;r \in \mathbb{N}&amp;lt;/math&amp;gt;.&lt;br /&gt;
The return value consists of three matrices; the system matrix &amp;lt;math&amp;gt;A&amp;lt;/math&amp;gt;, the input matrix &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; and the output matrix &amp;lt;math&amp;gt;C&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
[A,B,C] = ilp(J,N,O,s,r);&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;ilp&#039;&#039;&#039; is compatible with [[wikipedia:MATLAB|MATLAB]] and [[wikipedia:GNU_Octave|OCTAVE]]. The required [[Emgr|Empirical Gramian Framework]] can be obtained from [http://gramian.de/emgr.m http://gramian.de].&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&amp;lt;references /&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact== &lt;br /&gt;
[[User:Himpe|Christian Himpe]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=File:Ilp.m.tar.gz&amp;diff=1418</id>
		<title>File:Ilp.m.tar.gz</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=File:Ilp.m.tar.gz&amp;diff=1418"/>
		<updated>2013-05-22T15:09:10Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1417</id>
		<title>Inverse Lyapunov Procedure</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1417"/>
		<updated>2013-05-22T15:08:46Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
The &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; (ilp) is a synthetic random linear system generator.&lt;br /&gt;
It is based on reversing the [[Balanced_Truncation|Balanced Truncation]] procedure and was developed in &amp;lt;ref name=&amp;quot;smith03&amp;quot;&amp;gt;S.C. Smith, J. Fisher, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1243494 On generating random systems: a gramian approach]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the American Control Conference, 2003.&amp;lt;/ref&amp;gt;, where a description of the algorithm is given.&lt;br /&gt;
&lt;br /&gt;
A central point is the solution of the Lyapunov equations for the system matrix instead of the gramian matrix.&lt;br /&gt;
This is feasable due to the symmetric (semi-)positive definiteness of the gramians and the requirement of a stable system.&lt;br /&gt;
The solution will not be unique and include a symmetric system matrix, yet can be solved efficiently using empirical gramians.&lt;br /&gt;
&lt;br /&gt;
==Usage==&lt;br /&gt;
&lt;br /&gt;
Use the following matlab code to generate a random system by ilp:&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
&lt;br /&gt;
function [A B C] = ilp(J,N,O,s)&lt;br /&gt;
% ilp (inverse lyapunov procedure)&lt;br /&gt;
% by Christian Himpe, 2013 ( http://gramian.de )&lt;br /&gt;
% released under BSD 2-Clause License ( http://gramian.de/#license )&lt;br /&gt;
%*&lt;br /&gt;
&lt;br /&gt;
if(exist(&#039;emgr&#039;)~=2) disp(&#039;emgr framework is required. Download at http://gramian.de/emgr.m&#039;); return; end&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvalues&lt;br /&gt;
 WC = exp(-N + N*rand(N,1));&lt;br /&gt;
 WO = exp(-N + N*rand(N,1));&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvectors&lt;br /&gt;
 X = randn(N,N);&lt;br /&gt;
 [U E V] = svd(X);&lt;br /&gt;
&lt;br /&gt;
%% Balancing Trafo&lt;br /&gt;
 [P D Q] = svd(diag(WC.*WO));&lt;br /&gt;
 W = -D;&lt;br /&gt;
&lt;br /&gt;
%% Input and Output&lt;br /&gt;
 B = randn(N,J);&lt;br /&gt;
&lt;br /&gt;
 if(nargin&amp;lt;4 || s==0)&lt;br /&gt;
        C = randn(O,N);&lt;br /&gt;
 else&lt;br /&gt;
        C = B&#039;;&lt;br /&gt;
 end&lt;br /&gt;
&lt;br /&gt;
%% Scale Output Matrix&lt;br /&gt;
 BB = sum(B.*B,2);  % = diag(B*B&#039;)&lt;br /&gt;
 CC = sum(C.*C,1)&#039;; % = diag(C&#039;*C)&lt;br /&gt;
 C = bsxfun(@times,C,sqrt(BB./CC)&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Solve System Matrix&lt;br /&gt;
 f = @(x,u,p) W*x+B*u;&lt;br /&gt;
 g = @(x,u,p) C*x;&lt;br /&gt;
 A = -emgr(f,g,[J N O],0,[0 0.01 1],&#039;c&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Unbalance System&lt;br /&gt;
 T = U&#039;*P&#039;;&lt;br /&gt;
 A = T*A*T&#039;;&lt;br /&gt;
 B = T*B;&lt;br /&gt;
 C = C*T&#039;;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The function call requires three parameters; the number of inputs &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;, of states &amp;lt;math&amp;gt;N&amp;lt;/math&amp;gt; and outputs &amp;lt;math&amp;gt;O&amp;lt;/math&amp;gt;.&lt;br /&gt;
Optionally, a symmetric system can be enforced with the parameter &amp;lt;math&amp;gt;s=1&amp;lt;/math&amp;gt;.&lt;br /&gt;
The return value consists of three matrices; the system matrix &amp;lt;math&amp;gt;A&amp;lt;/math&amp;gt;, the input matrix &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; and the output matrix &amp;lt;math&amp;gt;C&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
[A,B,C] = ilp(J,N,O,s);&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The matlab code can be downloaded: [[Media:ilp.m.tar.gz|ilp.m]].&lt;br /&gt;
The required [[Emgr|Empirical Gramian Framework]] can be obtained from [http://gramian.de/emgr.m http://gramian.de].&lt;br /&gt;
The &#039;&#039;&#039;ilp&#039;&#039;&#039; generator is compatible with [[wikipedia:MATLAB|MATLAB]] and [[wikipedia:GNU_Octave|OCTAVE]].&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&amp;lt;references /&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact== &lt;br /&gt;
[[User:Himpe|Christian Himpe]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1416</id>
		<title>Inverse Lyapunov Procedure</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1416"/>
		<updated>2013-05-22T15:06:45Z</updated>

		<summary type="html">&lt;p&gt;Baur: include matlab source&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
The &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; (ilp) is a synthetic random linear system generator.&lt;br /&gt;
It is based on reversing the [[Balanced_Truncation|Balanced Truncation]] procedure and was developed in &amp;lt;ref name=&amp;quot;smith03&amp;quot;&amp;gt;S.C. Smith, J. Fisher, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1243494 On generating random systems: a gramian approach]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the American Control Conference, 2003.&amp;lt;/ref&amp;gt;, where a description of the algorithm is given.&lt;br /&gt;
&lt;br /&gt;
A central point is the solution of the Lyapunov equations for the system matrix instead of the gramian matrix.&lt;br /&gt;
This is feasable due to the symmetric (semi-)positive definiteness of the gramians and the requirement of a stable system.&lt;br /&gt;
The solution will not be unique and include a symmetric system matrix, yet can be solved efficiently using empirical gramians.&lt;br /&gt;
&lt;br /&gt;
==Usage==&lt;br /&gt;
&lt;br /&gt;
Use the following matlab code to generate a random system by ilp:&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
&lt;br /&gt;
function [A B C] = ilp(J,N,O,s)&lt;br /&gt;
% ilp (inverse lyapunov procedure)&lt;br /&gt;
% by Christian Himpe, 2013 ( http://gramian.de )&lt;br /&gt;
% released under BSD 2-Clause License ( http://gramian.de/#license )&lt;br /&gt;
%*&lt;br /&gt;
&lt;br /&gt;
if(exist(&#039;emgr&#039;)~=2) disp(&#039;emgr framework is required. Download at http://gramian.de/emgr.m&#039;); return; end&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvalues&lt;br /&gt;
 WC = exp(-N + N*rand(N,1));&lt;br /&gt;
 WO = exp(-N + N*rand(N,1));&lt;br /&gt;
&lt;br /&gt;
%% Gramian Eigenvectors&lt;br /&gt;
 X = randn(N,N);&lt;br /&gt;
 [U E V] = svd(X);&lt;br /&gt;
&lt;br /&gt;
%% Balancing Trafo&lt;br /&gt;
 [P D Q] = svd(diag(WC.*WO));&lt;br /&gt;
 W = -D;&lt;br /&gt;
&lt;br /&gt;
%% Input and Output&lt;br /&gt;
 B = randn(N,J);&lt;br /&gt;
&lt;br /&gt;
 if(nargin&amp;lt;4 || s==0)&lt;br /&gt;
        C = randn(O,N);&lt;br /&gt;
 else&lt;br /&gt;
        C = B&#039;;&lt;br /&gt;
 end&lt;br /&gt;
&lt;br /&gt;
%% Scale Output Matrix&lt;br /&gt;
 BB = sum(B.*B,2);  % = diag(B*B&#039;)&lt;br /&gt;
 CC = sum(C.*C,1)&#039;; % = diag(C&#039;*C)&lt;br /&gt;
 C = bsxfun(@times,C,sqrt(BB./CC)&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Solve System Matrix&lt;br /&gt;
 f = @(x,u,p) W*x+B*u;&lt;br /&gt;
 g = @(x,u,p) C*x;&lt;br /&gt;
 A = -emgr(f,g,[J N O],0,[0 0.01 1],&#039;c&#039;);&lt;br /&gt;
&lt;br /&gt;
%% Unbalance System&lt;br /&gt;
 T = U&#039;*P&#039;;&lt;br /&gt;
 A = T*A*T&#039;;&lt;br /&gt;
 B = T*B;&lt;br /&gt;
 C = C*T&#039;;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
To download the M-file [[Media:ilp.m.tar.gz|ilp.m]].&lt;br /&gt;
The function call requires three parameters; the number of inputs &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;, of states &amp;lt;math&amp;gt;N&amp;lt;/math&amp;gt; and outputs &amp;lt;math&amp;gt;O&amp;lt;/math&amp;gt;.&lt;br /&gt;
Optionally, a symmetric system can be enforced with the parameter &amp;lt;math&amp;gt;s=1&amp;lt;/math&amp;gt;.&lt;br /&gt;
The return value consists of three matrices; the system matrix &amp;lt;math&amp;gt;A&amp;lt;/math&amp;gt;, the input matrix &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; and the output matrix &amp;lt;math&amp;gt;C&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
[A,B,C] = ilp(J,N,O,s);&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The required [[Emgr|Empirical Gramian Framework]] can be obtained from [http://gramian.de/emgr.m http://gramian.de].&lt;br /&gt;
The &#039;&#039;&#039;ilp&#039;&#039;&#039; generator is compatible with [[wikipedia:MATLAB|MATLAB]] and [[wikipedia:GNU_Octave|OCTAVE]].&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&amp;lt;references /&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact== &lt;br /&gt;
[[User:Himpe|Christian Himpe]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1414</id>
		<title>Inverse Lyapunov Procedure</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1414"/>
		<updated>2013-05-22T14:55:57Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
The &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; (ilp) is a synthetic random linear system generator.&lt;br /&gt;
It is based on reversing the [[Balanced_Truncation]] procedure and was developed in &amp;lt;ref name=&amp;quot;smith03&amp;quot;&amp;gt;S.C. Smith, J. Fisher, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1243494 On generating random systems: a gramian approach]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the American Control Conference, 2003.&amp;lt;/ref&amp;gt;, where a description of the algorithm is given.&lt;br /&gt;
&lt;br /&gt;
A central point is the solution of the Lyapunov equations for the system matrix instead of the gramian matrix.&lt;br /&gt;
This is feasable due to the symmetric (semi-)positive definiteness of the gramians and the requirement of a stable system.&lt;br /&gt;
The solution will not be unique and include a symmetric system matrix, yet can be solved efficiently using empirical gramians.&lt;br /&gt;
&lt;br /&gt;
==Usage==&lt;br /&gt;
To generate a random system using the &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; download the M-file [[Media:ilp.m|ilp.m]].&lt;br /&gt;
The function call requires three parameters; the number of inputs &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;, of states &amp;lt;math&amp;gt;N&amp;lt;/math&amp;gt; and outputs &amp;lt;math&amp;gt;O&amp;lt;/math&amp;gt;.&lt;br /&gt;
Optionally, a symmetric system can be enforced with the parameter &amp;lt;math&amp;gt;s=1&amp;lt;/math&amp;gt;.&lt;br /&gt;
The return value consists of three matrices; the system matrix &amp;lt;math&amp;gt;A&amp;lt;/math&amp;gt;, the input matrix &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; and the output matrix &amp;lt;math&amp;gt;C&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
[A,B,C] = ilp(J,N,O,s);&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The required [[Emgr|Empirical Gramian Framework]] can be obtained from [http://gramian.de/emgr.m http://gramian.de].&lt;br /&gt;
The &#039;&#039;&#039;ilp&#039;&#039;&#039; generator is compatible with [[wikipedia:MATLAB MATLAB]] and [[wikipedia:GNU_Octave OCTAVE]].&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&amp;lt;references /&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact== &lt;br /&gt;
[[User:Himpe|Christian Himpe]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1413</id>
		<title>Inverse Lyapunov Procedure</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Inverse_Lyapunov_Procedure&amp;diff=1413"/>
		<updated>2013-05-22T14:54:50Z</updated>

		<summary type="html">&lt;p&gt;Baur: new benchmark&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;Inverse_Lyapunov_Procedure&lt;br /&gt;
&lt;br /&gt;
[[Category:benchmark]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
The &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; (ilp) is a synthetic random linear system generator.&lt;br /&gt;
It is based on reversing the [[Balanced_Truncation]] procedure and was developed in &amp;lt;ref name=&amp;quot;smith03&amp;quot;&amp;gt;S.C. Smith, J. Fisher, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1243494 On generating random systems: a gramian approach]&amp;lt;/span&amp;gt;&amp;quot;, Proceedings of the American Control Conference, 2003.&amp;lt;/ref&amp;gt;, where a description of the algorithm is given.&lt;br /&gt;
&lt;br /&gt;
A central point is the solution of the Lyapunov equations for the system matrix instead of the gramian matrix.&lt;br /&gt;
This is feasable due to the symmetric (semi-)positive definiteness of the gramians and the requirement of a stable system.&lt;br /&gt;
The solution will not be unique and include a symmetric system matrix, yet can be solved efficiently using empirical gramians.&lt;br /&gt;
&lt;br /&gt;
==Usage==&lt;br /&gt;
To generate a random system using the &#039;&#039;&#039;Inverse Lyapunov Procedure&#039;&#039;&#039; download the M-file [[Media:ilp.m|ilp.m]].&lt;br /&gt;
The function call requires three parameters; the number of inputs &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;, of states &amp;lt;math&amp;gt;N&amp;lt;/math&amp;gt; and outputs &amp;lt;math&amp;gt;O&amp;lt;/math&amp;gt;.&lt;br /&gt;
Optionally, a symmetric system can be enforced with the parameter &amp;lt;math&amp;gt;s=1&amp;lt;/math&amp;gt;.&lt;br /&gt;
The return value consists of three matrices; the system matrix &amp;lt;math&amp;gt;A&amp;lt;/math&amp;gt;, the input matrix &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; and the output matrix &amp;lt;math&amp;gt;C&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
[A,B,C] = ilp(J,N,O,s);&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The required [[Emgr|Empirical Gramian Framework]] can be obtained from [http://gramian.de/emgr.m http://gramian.de].&lt;br /&gt;
The &#039;&#039;&#039;ilp&#039;&#039;&#039; generator is compatible with [[wikipedia:MATLAB MATLAB]] and [[wikipedia:GNU_Octave OCTAVE]].&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&amp;lt;references /&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references&amp;gt;&lt;br /&gt;
	&amp;lt;ref id=&amp;quot;smith03&amp;quot;&amp;gt;&lt;br /&gt;
&amp;lt;/references&amp;gt;&lt;br /&gt;
&lt;br /&gt;
==Contact== &lt;br /&gt;
[[User:Himpe|Christian Himpe]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1390</id>
		<title>Balanced Truncation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1390"/>
		<updated>2013-05-03T10:09:39Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:linear algebra]]&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; is an important [[Projection based MOR|projection]] method which delivers high quality reduced models by making an extra effort in choosing the projection subspaces.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Derivation ==&lt;br /&gt;
A stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(A,B,C)&amp;lt;/math&amp;gt; &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; \dot{x} = Ax + Bu&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; y = Cx&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is called balanced&amp;lt;ref name=&amp;quot;moore81&amp;quot;&amp;gt;B.C. Moore, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1981.1102568 Principal component analysis in linear systems: Controllability, observability, and model reduction]&amp;lt;/span&amp;gt;&amp;quot;, IEEE Transactions on Automatic Control , vol.26, no.1, pp.17,32, Feb 1981&amp;lt;/ref&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; AW_C+W_CA^T=-BB^T &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; A^TW_O+W_OA=-C^TC &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
respectively, satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
Since in general, the  spectrum of &amp;lt;math&amp;gt;W_CW_O&amp;lt;/math&amp;gt; are the squared Hankel Singular Values for such a balanced system, they are given by: &amp;lt;math&amp;gt;\sqrt{\lambda(W_CW_O)} = \{\sigma_1,\dots,\sigma_n\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
An arbitrary system &amp;lt;math&amp;gt;(A,B,C)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{A},\tilde{B},\tilde{C})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{A},\tilde{B},\tilde{C})= (TAT^{-1},TB,CT^{-1}).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
This transformed system has balanced Gramians &amp;lt;math&amp;gt;W_C=T\tilde{W_C}T^T&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O=T^{-T}\tilde{W_O}T^{-1}&amp;lt;/math&amp;gt; which are equal and diagonal.&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{A},\tilde{B},\tilde{C})= \left (\begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Generalization ==&lt;br /&gt;
&lt;br /&gt;
Considering a linear time-invariant systems, defined in generalized state-space form by&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; E\dot{x} = Ax + Bu,&amp;lt;/math&amp;gt; &lt;br /&gt;
::&amp;lt;math&amp;gt; y = Cx + Du,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where nonsingularity of &amp;lt;math&amp;gt;E&amp;lt;/math&amp;gt; and stability (&amp;lt;math&amp;gt;A - \lambda E&amp;lt;/math&amp;gt; stable) is assumed.&lt;br /&gt;
&lt;br /&gt;
Similarly, a stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt;, &lt;br /&gt;
is called balanced&amp;lt;ref name=&amp;quot;moore81&amp;quot;/&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], i.e. the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the generalized Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; AW_CE^T+EW_CA^T=-BB^T, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; A^T\hat W_OE+E^T\hat W_OA=-C^TC, \quad W_O=E^T\hat W_O E, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Again, an arbitrary system &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= (TET^{-1},TAT^{-1},TB,CT^{-1},D).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= \left (\begin{bmatrix}\tilde{E}_{11} &amp;amp; \tilde{E}_{12}\\ \tilde{E}_{21} &amp;amp; \tilde{E}_{22}\end{bmatrix}, \begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix},\tilde{D}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{E}_{11},\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1,\tilde{D}) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Implementation: SR Method==&lt;br /&gt;
&lt;br /&gt;
The necessary balancing transformation can be computed by the SR Method&amp;lt;ref&amp;gt;A.J. Laub; M.T. Heath; C. Paige; R. Ward, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1987.1104549 Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms]&amp;lt;/span&amp;gt;,&amp;quot; IEEE Transactions on Automatic Control, vol.32, no.2, pp.115,122, Feb 1987&amp;lt;/ref&amp;gt;.&lt;br /&gt;
First, the Cholesky factors of the Gramians &amp;lt;math&amp;gt;W_C=S^TS,\; W_O=R^TR&amp;lt;/math&amp;gt; are computed.&lt;br /&gt;
Next, the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of &amp;lt;math&amp;gt; SR^T\;&amp;lt;/math&amp;gt; is computed:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; SR^T= U\Sigma V^T.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Now, partitioning &amp;lt;math&amp;gt;U,V&amp;lt;/math&amp;gt;, for example based on the Hankel singuar Values, gives&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;SR^T= \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The truncation of discardable partitions &amp;lt;math&amp;gt;U_2,V^T_2,\Sigma_2&amp;lt;/math&amp;gt; results in the reduced order model &amp;lt;math&amp;gt;(P^TEQ,P^TAQ,P^TB,CQ,D)\;&amp;lt;/math&amp;gt; where&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; P^T=\Sigma_1^{-\frac{1}{2}}V_1^T R E^{-1},&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; Q= S^T U_1 \Sigma_1^{-\frac{1}{2}}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Note that &amp;lt;math&amp;gt;P^TEQ=I_r&amp;lt;/math&amp;gt; which makes it to an oblique projector and hence &#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; a Petrov-Galerkin projection method. The reduced model is stable with Hankel Singular Values given by &amp;lt;math&amp;gt;\sigma_1,\dots,\sigma_r&amp;lt;/math&amp;gt;, where r is the order of the reduced system. It is possible to choose &amp;lt;math&amp;gt;r&amp;lt;/math&amp;gt; via the computable error bound&amp;lt;ref&amp;gt;D.F. Enns, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/CDC.1984.272286 Model reduction with balanced realizations: An error bound and a frequency weighted generalization]&amp;lt;/span&amp;gt;,&amp;quot; The 23rd IEEE Conference on Decision and Control, vol.23, pp.127,132, Dec. 1984&amp;lt;/ref&amp;gt;:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; \|\Sigma-\hat{\Sigma}\|_2 \leq 2 \|u\|_2 \sum_{k=r+1}^n\sigma_k. &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
== Direct Truncation ==&lt;br /&gt;
&lt;br /&gt;
A related truncation-based approach is &#039;&#039;&#039;Direct Truncation&#039;&#039;&#039;&amp;lt;ref&amp;gt;Antoulas, Athanasios C. &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1137/1.9780898718713 Approximation of large-scale dynamical systems]&amp;lt;/span&amp;gt;&amp;quot;. Vol. 6. Society for Industrial and Applied Mathematics, 2009; ISBN 978-0-89871-529-3&amp;lt;/ref&amp;gt;.&lt;br /&gt;
Given a stable and symmetric system &amp;lt;math&amp;gt;(A,B,C,D)&amp;lt;/math&amp;gt;, such that there exists a transformation &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;AJ = JA^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;B = JC^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
then the solution of the [[wikipedia:Sylvester_Equation|Sylvester Equation]]&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;AW_X+W_XA=-BC&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is the [[wikipedia:Cross_Gramian|Cross Gramian]], of which the absolute value of its spectrum equals the Hankel Singular Values:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;|\lambda(W_X)| = \{\sigma_1,\dots,\sigma_r\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Thus the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of the Cross Gramian&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;W_X = U\Sigma V^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
also allows a partitioning&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;W_X = \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
and a subsequent truncation of the discardable states, to which the above error bound also applies.&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1388</id>
		<title>Balanced Truncation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1388"/>
		<updated>2013-05-03T08:39:52Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:linear algebra]]&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; is an important [[Projection based MOR]] method which delivers high quality reduced models by making an extra effort in choosing the projection subspaces.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Derivation ==&lt;br /&gt;
A stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(A,B,C)&amp;lt;/math&amp;gt; &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; \dot{x} = Ax + Bu&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; y = Cx&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is called balanced&amp;lt;ref name=&amp;quot;moore81&amp;quot;&amp;gt;B.C. Moore, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1981.1102568 Principal component analysis in linear systems: Controllability, observability, and model reduction]&amp;lt;/span&amp;gt;&amp;quot;, IEEE Transactions on Automatic Control , vol.26, no.1, pp.17,32, Feb 1981&amp;lt;/ref&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; AW_C+W_CA^T=-BB^T &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; A^TW_O+W_OA=-C^TC &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
respectively, satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
Since in general, the  spectrum of &amp;lt;math&amp;gt;W_CW_O&amp;lt;/math&amp;gt; are the squared Hankel Singular Values for such a balanced system, they are given by: &amp;lt;math&amp;gt;\sqrt{\lambda(W_CW_O)} = \{\sigma_1,\dots,\sigma_n\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
An arbitrary system &amp;lt;math&amp;gt;(A,B,C)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{A},\tilde{B},\tilde{C})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{A},\tilde{B},\tilde{C})= (TAT^{-1},TB,CT^{-1}).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
This transformed system has balanced Gramians &amp;lt;math&amp;gt;W_C=T\tilde{W_C}T^T&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O=T^{-T}\tilde{W_O}T^{-1}&amp;lt;/math&amp;gt; which are equal and diagonal.&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{A},\tilde{B},\tilde{C})= \left (\begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Generalization ==&lt;br /&gt;
&lt;br /&gt;
Considering a linear time-invariant systems, defined in generalized state-space form by&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; E\dot{x} = Ax + Bu,&amp;lt;/math&amp;gt; &lt;br /&gt;
::&amp;lt;math&amp;gt; y = Cx + Du,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where nonsingularity of &amp;lt;math&amp;gt;E&amp;lt;/math&amp;gt; and stability (&amp;lt;math&amp;gt;A - \lambda E&amp;lt;/math&amp;gt; stable) is assumed.&lt;br /&gt;
&lt;br /&gt;
Similarly, a stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt;, &lt;br /&gt;
is called balanced&amp;lt;ref name=&amp;quot;moore81&amp;quot;/&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], i.e. the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the generalized Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; AW_CE^T+EW_CA^T=-BB^T, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; A^T\hat W_OE+E^T\hat W_OA=-C^TC, \quad W_O=E^T\hat W_O E, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Again, an arbitrary system &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= (TET^{-1},TAT^{-1},TB,CT^{-1},D).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= \left (\begin{bmatrix}\tilde{E}_{11} &amp;amp; \tilde{E}_{12}\\ \tilde{E}_{21} &amp;amp; \tilde{E}_{22}\end{bmatrix}, \begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix},\tilde{D}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{E}_{11},\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1,\tilde{D}) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Implementation: SR Method==&lt;br /&gt;
&lt;br /&gt;
The necessary balancing transformation can be computed by the SR Method&amp;lt;ref&amp;gt;A.J. Laub; M.T. Heath; C. Paige; R. Ward, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1987.1104549 Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms]&amp;lt;/span&amp;gt;,&amp;quot; IEEE Transactions on Automatic Control, vol.32, no.2, pp.115,122, Feb 1987&amp;lt;/ref&amp;gt;.&lt;br /&gt;
First, the Cholesky factors of the Gramians &amp;lt;math&amp;gt;W_C=S^TS,\; W_O=R^TR&amp;lt;/math&amp;gt; are computed.&lt;br /&gt;
Next, the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of &amp;lt;math&amp;gt; SR^T\;&amp;lt;/math&amp;gt; is computed:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; SR^T= U\Sigma V^T.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Now, partitioning &amp;lt;math&amp;gt;U,V&amp;lt;/math&amp;gt;, for example based on the Hankel singuar Values, gives&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;SR^T= \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The truncation of discardable partitions &amp;lt;math&amp;gt;U_2,V^T_2,\Sigma_2&amp;lt;/math&amp;gt; results in the reduced order model &amp;lt;math&amp;gt;(P^TEQ,P^TAQ,P^TB,CQ,D)\;&amp;lt;/math&amp;gt; where&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; P^T=\Sigma_1^{-\frac{1}{2}}V_1^T R E^{-1},&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; Q= S^T U_1 \Sigma_1^{-\frac{1}{2}}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Note that &amp;lt;math&amp;gt;P^TEQ=I_r&amp;lt;/math&amp;gt; which makes it to an oblique projector and hence &#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; a Petrov-Galerkin projection method. The reduced model is stable with Hankel Singular Values given by &amp;lt;math&amp;gt;\sigma_1,\dots,\sigma_r&amp;lt;/math&amp;gt;, where r is the order of the reduced system. It is possible to choose &amp;lt;math&amp;gt;r&amp;lt;/math&amp;gt; via the computable error bound&amp;lt;ref&amp;gt;D.F. Enns, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/CDC.1984.272286 Model reduction with balanced realizations: An error bound and a frequency weighted generalization]&amp;lt;/span&amp;gt;,&amp;quot; The 23rd IEEE Conference on Decision and Control, vol.23, pp.127,132, Dec. 1984&amp;lt;/ref&amp;gt;:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; \|\Sigma-\hat{\Sigma}\|_2 \leq 2 \|u\|_2 \sum_{k=r+1}^n\sigma_k. &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
== Direct Truncation ==&lt;br /&gt;
&lt;br /&gt;
A related truncation-based approach is &#039;&#039;&#039;Direct Truncation&#039;&#039;&#039;&amp;lt;ref&amp;gt;Antoulas, Athanasios C. &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1137/1.9780898718713 Approximation of large-scale dynamical systems]&amp;lt;/span&amp;gt;&amp;quot;. Vol. 6. Society for Industrial and Applied Mathematics, 2009; ISBN 978-0-89871-529-3&amp;lt;/ref&amp;gt;.&lt;br /&gt;
Given a stable and symmetric system &amp;lt;math&amp;gt;(A,B,C,D)&amp;lt;/math&amp;gt;, such that there exists a transformation &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;AJ = JA^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;B = JC^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
then the solution of the [[wikipedia:Sylvester_Equation|Sylvester Equation]]&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;AW_X+W_XA=-BC&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is the [[wikipedia:Cross_Gramian|Cross Gramian]], of which the absolute value of its spectrum equals the Hankel Singular Values:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;|\lambda(W_X)| = \{\sigma_1,\dots,\sigma_r\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Thus the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of the Cross Gramian&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;W_X = U\Sigma V^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
also allows a partitioning&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;W_X = \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
and a subsequent truncation of the discardable states, to which the above error bound also applies.&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Moment-matching_method&amp;diff=1387</id>
		<title>Moment-matching method</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Moment-matching_method&amp;diff=1387"/>
		<updated>2013-05-03T08:37:45Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:DAE order unspecified]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:linear algebra]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
The moment-matching methods are also called the &#039;&#039;Krylov&#039;&#039; subspace methods&amp;lt;ref name=&amp;quot;freund03&amp;quot;/&amp;gt;, as well as &lt;br /&gt;
&#039;&#039;Padé&#039;&#039; approximation methods&amp;lt;ref name=&amp;quot;feldmann95&amp;quot;/&amp;gt;. They belong to the [[Projection based MOR]] methods. These methods are applicable to non-parametric linear time invariant systems, often descriptor systems, e.g.&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;&lt;br /&gt;
E \frac{dx(t)}{dt}=A x(t)+B u(t), \quad&lt;br /&gt;
y(t)=Cx(t).    \quad \quad (1)&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
They are very efficient in many engineering applications, such as circuit simulation, Microelectromechanical systems (MEMS) simulation, etc..&lt;br /&gt;
&lt;br /&gt;
The basic steps are as follows. First, the transfer function&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;H(s)=Y(s)/U(s)=C(sE-A)^{-1}B&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is expanded into a power series at an expansion point &amp;lt;math&amp;gt;s_0\in\mathbb{C}\cup \infty&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Let &amp;lt;math&amp;gt;s=s_0+\sigma&amp;lt;/math&amp;gt;, then, within the convergence radius of the series, we have&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;H(s_0 + \sigma)= C[(s_{0}+\sigma){E}-A]^{-1}B&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
::&amp;lt;math&amp;gt;=C[\sigma { E}+(s_{0}{ E}-{ A})]^{-1}B&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
::&amp;lt;math&amp;gt;=C[{ I}+\sigma(s_0{ E}-{ A})^{-1}E]^{-1}[(s_0{ E}-{ A})]^{-1}B&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
::&amp;lt;math&amp;gt;=C[{ I}-\sigma(s_0{ E}- A )^{-1}E+\sigma^2[(s_0{ E}-{ A})^{-1}E]^{2}+\ldots]&lt;br /&gt;
s_0{E}-{ A})^{-1}B&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
::&amp;lt;math&amp;gt;=\sum \limits^\infty_{i=0}\underbrace{C[-(s_0{ E}-{A})^{-1}E]^i(s_0{ E}-{ A})^{-1}B}_{:= m_i(s_0)} \, \sigma^i,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;m_i(s_0)&amp;lt;/math&amp;gt; are called the moments of the transfer function about &amp;lt;math&amp;gt;s_0&amp;lt;/math&amp;gt; for &amp;lt;math&amp;gt;i=0,1,2,\ldots&amp;lt;/math&amp;gt;.&lt;br /&gt;
If the expansion point is chosen as zero, then the moments simplify to &amp;lt;math&amp;gt;m_i(0)=C(A^{-1}E)^i(-A^{-1}B)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
The goal in moment-matching model reduction is the construction of a reduced order&lt;br /&gt;
system where some moments &amp;lt;math&amp;gt;\hat m_i&amp;lt;/math&amp;gt; of the associated transfer function &amp;lt;math&amp;gt;\hat H&amp;lt;/math&amp;gt; match some moments&lt;br /&gt;
of the original transfer function &amp;lt;math&amp;gt;H&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
The matrices &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; for model order reduction can be computed&lt;br /&gt;
from the vectors which are associated with the moments, for&lt;br /&gt;
example, using a single expansion point &amp;lt;math&amp;gt;s_0=0&amp;lt;/math&amp;gt;, by&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;\textrm{range}(V)=\textrm{span}\{\tilde B,({ A}^{-1}E)^2 \tilde B, \ldots,({ A}^{-1}E)^{r}{\tilde B}\},  \quad \quad \quad \quad \quad \quad \quad \quad\quad \quad \quad \  (2) &amp;lt;/math&amp;gt;     &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;\textrm{range}(W)=\textrm{span}\{C^T, E^T{ A}^{-T}C^T,(E^T{A}^{-T})^2C^T, \ldots&lt;br /&gt;
,(E^T{A}^{-T})^{r-1}C^T\}, \quad \quad (3) &amp;lt;/math&amp;gt;    &lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;\tilde B=-A^{-1}B&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
The transfer function &amp;lt;math&amp;gt;\hat H&amp;lt;/math&amp;gt; of the reduced model has good approximation properties around &amp;lt;math&amp;gt;s_0&amp;lt;/math&amp;gt;, which matches the first &amp;lt;math&amp;gt;2r&amp;lt;/math&amp;gt; moments of &amp;lt;math&amp;gt;H(s)&amp;lt;/math&amp;gt; at &amp;lt;math&amp;gt;s_0&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Using a set of &amp;lt;math&amp;gt;k&amp;lt;/math&amp;gt; distinct expansion points &amp;lt;math&amp;gt;\{s_1,\cdots,s_k\}&amp;lt;/math&amp;gt;, the reduced model obtained by, e.g.,&lt;br /&gt;
 &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;\textrm{range}(V)=\textrm{span}\{(A-s_1 {E})^{-1}E\tilde B,\ldots,(A-s_k {E})^{-1}E\tilde B   \},  \quad \quad \quad \quad \quad \quad \quad \quad (4)&amp;lt;/math&amp;gt;   &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;\textrm{range}(W)=\textrm{span}\{E^T(A-s_1 {E})^{-T}C^T,\ldots,E^T(A-s_k {E})^{-T}C^T \},\quad \quad \quad \quad \quad (5) &amp;lt;/math&amp;gt;      &lt;br /&gt;
&lt;br /&gt;
matches the first two moments at each &amp;lt;math&amp;gt;s_j&amp;lt;/math&amp;gt;, &amp;lt;math&amp;gt;j=1,\ldots,k&amp;lt;/math&amp;gt;, see &amp;lt;ref name=&amp;quot;grimme97&amp;quot;/&amp;gt;. The reduced model is in the form as below &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;W^TE \frac{d{V z}}{t}=W^TA Vz +W^T B u(t), \quad \hat{y}(t)=CVz.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
For the case of one expansion point in (2)(3), it can be seen that the columns of &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt;, &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; span Krylov subspaces&lt;br /&gt;
which can easily be computed by Arnoldi or Lanczos methods. The matrices &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; in (4)(5) can be computed with the rational Krylov algorithm in&amp;lt;ref name=&amp;quot;grimme97&amp;quot;/&amp;gt; or with the modified Gram-Schmidt process. In these algorithms only a few number of linear systems need to be solved, where matrix-vector multiplications are only used if using iterative solvers, which are simple to implement and the complexity of the resulting&lt;br /&gt;
methods is roughly &amp;lt;math&amp;gt;O(n r^2)&amp;lt;/math&amp;gt; for sparse matrices &amp;lt;math&amp;gt;A, E&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;ref name=&amp;quot;freund03&amp;quot;&amp;gt;R.W. Freund, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1017/S0962492902000120 Model reduction methods based on Krylov subspaces]&amp;lt;/span&amp;gt;&amp;quot;. Acta Numerica, 12:267-319, 2003.&amp;lt;/ref&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;ref name=&amp;quot;feldmann95&amp;quot;&amp;gt;P. Feldmann and R.W. Freund, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/43.384428 Efficient linear circuit analysis by Pade approximation via the Lanczos process]&amp;lt;/span&amp;gt;&amp;quot;. IEEE Trans. Comput.-Aided Des. Integr. Circuits Syst., 14:639-649, 1995.&amp;lt;/ref&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;ref name=&amp;quot;grimme97&amp;quot;&amp;gt;E.J. Grimme, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.19.9254&amp;amp;rep=rep1&amp;amp;type=pdf Krylov projection methods for model reduction]&amp;lt;/span&amp;gt;. PhD thesis, Univ. Illinois, Urbana-Champaign, 1997.&lt;br /&gt;
&lt;br /&gt;
&amp;lt;/references&amp;gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Talk:Balanced_Truncation&amp;diff=1381</id>
		<title>Talk:Balanced Truncation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Talk:Balanced_Truncation&amp;diff=1381"/>
		<updated>2013-05-02T12:25:07Z</updated>

		<summary type="html">&lt;p&gt;Baur: Created page with &amp;quot;I prefer to add a wiki page for the cross Gramian approach and delete the direct truncation part (where does the name come from?) here. - U. Baur&amp;quot;&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;I prefer to add a wiki page for the cross Gramian approach and delete the direct truncation part (where does the name come from?) here. - U. Baur&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1380</id>
		<title>Balanced Truncation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1380"/>
		<updated>2013-05-02T12:20:49Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:linear algebra]]&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; is an important projection model reduction method which delivers high quality reduced models by making an extra effort in choosing the projection subspaces.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Derivation ==&lt;br /&gt;
A stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(A,B,C)&amp;lt;/math&amp;gt; &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; \dot{x} = Ax + Bu&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; y = Cx&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is called balanced&amp;lt;ref name=&amp;quot;moore81&amp;quot;&amp;gt;B.C. Moore, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1981.1102568 Principal component analysis in linear systems: Controllability, observability, and model reduction]&amp;lt;/span&amp;gt;&amp;quot;, IEEE Transactions on Automatic Control , vol.26, no.1, pp.17,32, Feb 1981&amp;lt;/ref&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; AW_C+W_CA^T=-BB^T &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; A^TW_O+W_OA=-C^TC &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
respectively, satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
Since in general, the  spectrum of &amp;lt;math&amp;gt;W_CW_O&amp;lt;/math&amp;gt; are the squared Hankel Singular Values for such a balanced system, they are given by: &amp;lt;math&amp;gt;\sqrt{\lambda(W_CW_O)} = \{\sigma_1,\dots,\sigma_n\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
An arbitrary system &amp;lt;math&amp;gt;(A,B,C)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{A},\tilde{B},\tilde{C})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{A},\tilde{B},\tilde{C})= (TAT^{-1},TB,CT^{-1}).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
This transformed system has balanced Gramians &amp;lt;math&amp;gt;W_C=T\tilde{W_C}T^T&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O=T^{-T}\tilde{W_O}T^{-1}&amp;lt;/math&amp;gt; which are equal and diagonal.&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{A},\tilde{B},\tilde{C})= \left (\begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Generalization ==&lt;br /&gt;
&lt;br /&gt;
Considering a linear time-invariant systems, defined in generalized state-space form by&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; E\dot{x} = Ax + Bu,&amp;lt;/math&amp;gt; &lt;br /&gt;
::&amp;lt;math&amp;gt; y = Cx + Du,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where nonsingularity of &amp;lt;math&amp;gt;E&amp;lt;/math&amp;gt; and stability (&amp;lt;math&amp;gt;A - \lambda E&amp;lt;/math&amp;gt; stable) is assumed.&lt;br /&gt;
&lt;br /&gt;
Similarly, a stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt;, &lt;br /&gt;
is called balanced&amp;lt;ref name=&amp;quot;moore81&amp;quot;/&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], i.e. the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the generalized Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; AW_CE^T+EW_CA^T=-BB^T, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; A^T\hat W_OE+E^T\hat W_OA=-C^TC, \quad W_O=E^T\hat W_O E, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Again, an arbitrary system &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= (TET^{-1},TAT^{-1},TB,CT^{-1},D).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= \left (\begin{bmatrix}\tilde{E}_{11} &amp;amp; \tilde{E}_{12}\\ \tilde{E}_{21} &amp;amp; \tilde{E}_{22}\end{bmatrix}, \begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix},\tilde{D}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{E}_{11},\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1,\tilde{D}) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Implementation: SR Method==&lt;br /&gt;
&lt;br /&gt;
The necessary balancing transformation can be computed by the SR Method&amp;lt;ref&amp;gt;A.J. Laub; M.T. Heath; C. Paige; R. Ward, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1987.1104549 Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms]&amp;lt;/span&amp;gt;,&amp;quot; IEEE Transactions on Automatic Control, vol.32, no.2, pp.115,122, Feb 1987&amp;lt;/ref&amp;gt;.&lt;br /&gt;
First, the Cholesky factors of the Gramians &amp;lt;math&amp;gt;W_C=S^TS,\; W_O=R^TR&amp;lt;/math&amp;gt; are computed.&lt;br /&gt;
Next, the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of &amp;lt;math&amp;gt; SR^T\;&amp;lt;/math&amp;gt; is computed:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; SR^T= U\Sigma V^T.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Now, partitioning &amp;lt;math&amp;gt;U,V&amp;lt;/math&amp;gt;, for example based on the Hankel singuar Values, gives&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;SR^T= \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The truncation of discardable partitions &amp;lt;math&amp;gt;U_2,V^T_2,\Sigma_2&amp;lt;/math&amp;gt; results in the reduced order model &amp;lt;math&amp;gt;(P^TEQ,P^TAQ,P^TB,CQ,D)\;&amp;lt;/math&amp;gt; where&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; P^T=\Sigma_1^{-\frac{1}{2}}V_1^T R E^{-1},&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; Q= S^T U_1 \Sigma_1^{-\frac{1}{2}}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Note that &amp;lt;math&amp;gt;P^TEQ=I_r&amp;lt;/math&amp;gt; which makes it to an oblique projector and hence &#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; a Petrov-Galerkin projection method. The reduced model is stable with Hankel Singular Values given by &amp;lt;math&amp;gt;\sigma_1,\dots,\sigma_r&amp;lt;/math&amp;gt;, where r is the order of the reduced system. It is possible to choose &amp;lt;math&amp;gt;r&amp;lt;/math&amp;gt; via the computable error bound&amp;lt;ref&amp;gt;D.F. Enns, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/CDC.1984.272286 Model reduction with balanced realizations: An error bound and a frequency weighted generalization]&amp;lt;/span&amp;gt;,&amp;quot; The 23rd IEEE Conference on Decision and Control, vol.23, pp.127,132, Dec. 1984&amp;lt;/ref&amp;gt;:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; \|\Sigma-\hat{\Sigma}\|_2 \leq 2 \|u\|_2 \sum_{k=r+1}^n\sigma_k. &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
== Direct Truncation ==&lt;br /&gt;
&lt;br /&gt;
A related truncation-based approach is &#039;&#039;&#039;Direct Truncation&#039;&#039;&#039;&amp;lt;ref&amp;gt;Antoulas, Athanasios C. &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1137/1.9780898718713 Approximation of large-scale dynamical systems]&amp;lt;/span&amp;gt;&amp;quot;. Vol. 6. Society for Industrial and Applied Mathematics, 2009; ISBN 978-0-89871-529-3&amp;lt;/ref&amp;gt;.&lt;br /&gt;
Given a stable and symmetric system &amp;lt;math&amp;gt;(A,B,C,D)&amp;lt;/math&amp;gt;, such that there exists a transformation &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;AJ = JA^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;B = JC^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
then the solution of the [[wikipedia:Sylvester_Equation|Sylvester Equation]]&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;AW_X+W_XA=-BC&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is the [[wikipedia:Cross_Gramian|Cross Gramian]], of which the absolute value of its spectrum equals the Hankel Singular Values:&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;|\lambda(W_X)| = \{\sigma_1,\dots,\sigma_r\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Thus the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of the Cross Gramian&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;W_X = U\Sigma V^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
also allows a partitioning&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;W_X = \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
and a subsequent truncation of the discardable states, to which the above error bound also applies.&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1341</id>
		<title>Balanced Truncation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1341"/>
		<updated>2013-04-29T11:31:30Z</updated>

		<summary type="html">&lt;p&gt;Baur: /* Implementation: SR Method */&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:linear algebra]]&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; is an important projection model reduction method which delivers high quality reduced models by making an extra effort in choosing the projection subspaces.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Derivation ==&lt;br /&gt;
We consider linear time-invariant systems, defined in generalized state-space form by&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; E\dot{x} = Ax + Bu,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; y = Cx + Du,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where nonsingularity of &amp;lt;math&amp;gt;E&amp;lt;/math&amp;gt; and stability (&amp;lt;math&amp;gt;A - \lambda E&amp;lt;/math&amp;gt; stable) is assumed.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
A stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt;, &lt;br /&gt;
is called balanced&amp;lt;ref&amp;gt;B.C. Moore, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1981.1102568 Principal component analysis in linear systems: Controllability, observability, and model reduction]&amp;lt;/span&amp;gt;&amp;quot;, IEEE Transactions on Automatic Control , vol.26, no.1, pp.17,32, Feb 1981&amp;lt;/ref&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], i.e. the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the (generalized) Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; AW_CE^T+EW_CA^T=-BB^T, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; A^T\hat W_OE+E^T\hat W_OA=-C^TC, \quad W_O=E^T\hat W_O E, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
Since in general, the  spectrum of &amp;lt;math&amp;gt;W_CW_O&amp;lt;/math&amp;gt; are the squared Hankel Singular Values for such a balanced system, they are given by: &amp;lt;math&amp;gt;\sqrt{\lambda(W_CW_O)} = \{\sigma_1,\dots,\sigma_n\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
An arbitrary system &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= (TET^{-1},TAT^{-1},TB,CT^{-1},D).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
This transformed system has balanced Gramians &amp;lt;math&amp;gt;W_C=T\tilde{W_C}T^T&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O=T^{-T}\tilde{W_O}T^{-1}&amp;lt;/math&amp;gt; which are equal and diagonal.&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= \left (\begin{bmatrix}\tilde{E}_{11} &amp;amp; \tilde{E}_{12}\\ \tilde{E}_{21} &amp;amp; \tilde{E}_{22}\end{bmatrix}, \begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix},\tilde{D}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{E}_{11},\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1,\tilde{D}) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Implementation: SR Method==&lt;br /&gt;
&lt;br /&gt;
The necessary balancing transformation can be computed by the SR Method&amp;lt;ref&amp;gt;A.J. Laub; M.T. Heath; C. Paige; R. Ward, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1987.1104549 Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms]&amp;lt;/span&amp;gt;,&amp;quot; IEEE Transactions on Automatic Control, vol.32, no.2, pp.115,122, Feb 1987&amp;lt;/ref&amp;gt;.&lt;br /&gt;
First, the Cholesky factors of the Gramians &amp;lt;math&amp;gt;W_C=S^TS,\; W_O=R^TR&amp;lt;/math&amp;gt; are computed.&lt;br /&gt;
Next, the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of &amp;lt;math&amp;gt; SR^T\;&amp;lt;/math&amp;gt; is computed:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; SR^T= U\Sigma V^T.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Now, partitioning &amp;lt;math&amp;gt;U,V&amp;lt;/math&amp;gt;, for example based on the Hankel singuar Values, gives&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;SR^T= \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The truncation of discardable partitions &amp;lt;math&amp;gt;U_2,V^T_2,\Sigma_2&amp;lt;/math&amp;gt; results in the reduced order model &amp;lt;math&amp;gt;(P^TEQ,P^TAQ,P^TB,CQ,D)\;&amp;lt;/math&amp;gt; where&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; P^T=\Sigma_1^{-\frac{1}{2}}V_1^T R E^{-1},&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; Q= S^T U_1 \Sigma_1^{-\frac{1}{2}}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Note that &amp;lt;math&amp;gt;P^TEQ=I_r&amp;lt;/math&amp;gt; which makes it to an oblique projector and hence &#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; a Petrov-Galerkin projection method. The reduced model is stable with Hankel Singular Values given by &amp;lt;math&amp;gt;\sigma_1,\dots,\sigma_r&amp;lt;/math&amp;gt;, where r is the order of the reduced system. It is possible to choose &amp;lt;math&amp;gt;r&amp;lt;/math&amp;gt; via the computable error bound&amp;lt;ref&amp;gt;D.F. Enns, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/CDC.1984.272286 Model reduction with balanced realizations: An error bound and a frequency weighted generalization]&amp;lt;/span&amp;gt;,&amp;quot; The 23rd IEEE Conference on Decision and Control, vol.23, pp.127,132, Dec. 1984&amp;lt;/ref&amp;gt;:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; \|\Sigma-\hat{\Sigma}\|_2 \leq 2 \|u\|_2 \sum_{k=r+1}^n\sigma_k. &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
== Direct Truncation ==&lt;br /&gt;
&lt;br /&gt;
A related truncation-based approach is &#039;&#039;&#039;Direct Truncation&#039;&#039;&#039;&amp;lt;ref&amp;gt;Antoulas, Athanasios C. &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1137/1.9780898718713 Approximation of large-scale dynamical systems]&amp;lt;/span&amp;gt;&amp;quot;. Vol. 6. Society for Industrial and Applied Mathematics, 2009; ISBN 978-0-89871-529-3&amp;lt;/ref&amp;gt;.&lt;br /&gt;
Given a stable and symmetric system &amp;lt;math&amp;gt;(A,B,C,D)&amp;lt;/math&amp;gt;, such that there exists a transformation &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;AJ = JA^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;B = JC^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
then the solution of the [[wikipedia:Sylvester_Equation|Sylvester Equation]]&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;AW_X+W_XA=-BC&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is the [[Cross Gramian]], of which the absolute value of its spectrum equals the Hankel Singular Values:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;|\lambda(W_X)| = \{\sigma_1,\dots,\sigma_r\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Thus the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of the Cross Gramian&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;W_X = U\Sigma V^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
also allows a partitioning&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;W_X = \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
and a subsequent truncation of the discardable states, to which the above error bound also applies.&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1338</id>
		<title>Balanced Truncation</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Balanced_Truncation&amp;diff=1338"/>
		<updated>2013-04-29T11:06:35Z</updated>

		<summary type="html">&lt;p&gt;Baur: change BT to BT for systems in generalized state space form&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:linear algebra]]&lt;br /&gt;
&lt;br /&gt;
&#039;&#039;&#039;Balanced Truncation&#039;&#039;&#039; is an important projection model reduction method which delivers high quality reduced models by making an extra effort in choosing the projection subspaces.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Derivation ==&lt;br /&gt;
We consider linear time-invariant systems, defined in generalized state-space form by&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; E\dot{x} = Ax + Bu,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; y = Cx + Du,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where nonsingularity of &amp;lt;math&amp;gt;E&amp;lt;/math&amp;gt; and stability (&amp;lt;math&amp;gt;A - \lambda E&amp;lt;/math&amp;gt; stable) is assumed.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
A stable minimal (controllable and observable) system &amp;lt;math&amp;gt;\Sigma&amp;lt;/math&amp;gt;, realized by &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt;, &lt;br /&gt;
is called balanced&amp;lt;ref&amp;gt;B.C. Moore, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1981.1102568 Principal component analysis in linear systems: Controllability, observability, and model reduction]&amp;lt;/span&amp;gt;&amp;quot;, IEEE Transactions on Automatic Control , vol.26, no.1, pp.17,32, Feb 1981&amp;lt;/ref&amp;gt;, if the systems [[wikipedia:Controllability_Gramian|Controllability Gramian]] and [[wikipedia:Observability_Gramian|Observability Gramian]], i.e. the solutions &amp;lt;math&amp;gt;W_C&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O&amp;lt;/math&amp;gt; of the (generalized) Lyapunov equations&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; AW_CE^T+EW_CA^T=-BB^T, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; A^T\hat W_OE+E^T\hat W_OA=-C^TC, \quad W_O=E^T\hat W_O E, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
satisfy &amp;lt;math&amp;gt; W_C=W_O=diag(\sigma_1,\dots,\sigma_n)&amp;lt;/math&amp;gt; with &amp;lt;math&amp;gt; \sigma_1\geq\sigma_2\geq \dots\geq\sigma_n&amp;gt;0&amp;lt;/math&amp;gt;.&lt;br /&gt;
Since in general, the  spectrum of &amp;lt;math&amp;gt;W_CW_O&amp;lt;/math&amp;gt; are the squared Hankel Singular Values for such a balanced system, they are given by: &amp;lt;math&amp;gt;\sqrt{\lambda(W_CW_O)} = \{\sigma_1,\dots,\sigma_n\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
An arbitrary system &amp;lt;math&amp;gt;(E,A,B,C,D)&amp;lt;/math&amp;gt; can be transformed into a balanced system &amp;lt;math&amp;gt;(\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})&amp;lt;/math&amp;gt; via a state-space transformation:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= (TET^{-1},TAT^{-1},TB,CT^{-1},D).&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
This transformed system has balanced Gramians &amp;lt;math&amp;gt;W_C=T\tilde{W_C}T^T&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;W_O=T^{-T}\tilde{W_O}T^{-1}&amp;lt;/math&amp;gt; which are equal and diagonal.&lt;br /&gt;
The balanced systems states are ordered (descendingly) by how controllable and observable they are, thus allowing a partion of the form:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; (\tilde{E},\tilde{A},\tilde{B},\tilde{C},\tilde{D})= \left (\begin{bmatrix}\tilde{E}_{11} &amp;amp; \tilde{E}_{12}\\ \tilde{E}_{21} &amp;amp; \tilde{E}_{22}\end{bmatrix}, \begin{bmatrix}\tilde{A}_{11} &amp;amp; \tilde{A}_{12}\\ \tilde{A}_{21} &amp;amp; \tilde{A}_{22}\end{bmatrix},\begin{bmatrix}\tilde{B}_1\\\tilde{B}_2\end{bmatrix},\begin{bmatrix} \tilde{C}_1 &amp;amp;\tilde{C}_2 \end{bmatrix},\tilde{D}\right)&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
By truncating the discardable states, the truncated reduced system is then given by &amp;lt;math&amp;gt; \hat{\Sigma}=(\tilde{E}_{11},\tilde{A}_{11},\tilde{B}_1,\tilde{C}_1,\tilde{D}) &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Implementation: SR Method==&lt;br /&gt;
&lt;br /&gt;
The necessary balancing transformation can be computed by the SR Method&amp;lt;ref&amp;gt;A.J. Laub; M.T. Heath; C. Paige; R. Ward, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/TAC.1987.1104549 Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms]&amp;lt;/span&amp;gt;,&amp;quot; IEEE Transactions on Automatic Control, vol.32, no.2, pp.115,122, Feb 1987&amp;lt;/ref&amp;gt;.&lt;br /&gt;
First, the Cholesky factors of the Gramians &amp;lt;math&amp;gt;W_C=S^TS,\; W_O=R^TR&amp;lt;/math&amp;gt; are computed.&lt;br /&gt;
Next, the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of &amp;lt;math&amp;gt; SR^T\;&amp;lt;/math&amp;gt; is computed:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; SR^T= U\Sigma V^T.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Now, partitioning &amp;lt;math&amp;gt;U,V&amp;lt;/math&amp;gt;, for example based on the Hankel singuar Values, gives&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;SR^T= \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The truncation of discardable partitions &amp;lt;math&amp;gt;U_2,V^T_2,\Sigma_2&amp;lt;/math&amp;gt; results in the reduced order model &amp;lt;math&amp;gt;(P^TEQ,P^TAQ,P^TB,CQ,D)\;&amp;lt;/math&amp;gt; where&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; P^T=\Sigma_1^{-\frac{1}{2}}V_1^T R E^{-1},&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; Q= S^T U_1 \Sigma_1^{-\frac{1}{2}}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Note that &amp;lt;math&amp;gt;P^TEQ=I_r&amp;lt;/math&amp;gt; which makes &amp;lt;math&amp;gt; QP^T&amp;lt;/math&amp;gt; an oblique projector and hence &#039;&#039;&#039;Balanced Trunctation&#039;&#039;&#039; a Petrov-Galerkin projection method. The reduced model is stable with Hankel Singular Values given by &amp;lt;math&amp;gt;\sigma_1,\dots,\sigma_r&amp;lt;/math&amp;gt;, where r is the order of the reduced system. It is possible to choose &amp;lt;math&amp;gt;r&amp;lt;/math&amp;gt; via the computable error bound&amp;lt;ref&amp;gt;D.F. Enns, &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1109/CDC.1984.272286 Model reduction with balanced realizations: An error bound and a frequency weighted generalization]&amp;lt;/span&amp;gt;,&amp;quot; The 23rd IEEE Conference on Decision and Control, vol.23, pp.127,132, Dec. 1984&amp;lt;/ref&amp;gt;:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt; \|\Sigma-\hat{\Sigma}\|_2 \leq 2 \|u\|_2 \sum_{k=r+1}^n\sigma_k. &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
== Direct Truncation ==&lt;br /&gt;
&lt;br /&gt;
A related truncation-based approach is &#039;&#039;&#039;Direct Truncation&#039;&#039;&#039;&amp;lt;ref&amp;gt;Antoulas, Athanasios C. &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://dx.doi.org/10.1137/1.9780898718713 Approximation of large-scale dynamical systems]&amp;lt;/span&amp;gt;&amp;quot;. Vol. 6. Society for Industrial and Applied Mathematics, 2009; ISBN 978-0-89871-529-3&amp;lt;/ref&amp;gt;.&lt;br /&gt;
Given a stable and symmetric system &amp;lt;math&amp;gt;(A,B,C,D)&amp;lt;/math&amp;gt;, such that there exists a transformation &amp;lt;math&amp;gt;J&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;AJ = JA^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;B = JC^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
then the solution of the [[wikipedia:Sylvester_Equation|Sylvester Equation]]&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;AW_X+W_XA=-BC&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
is the [[Cross Gramian]], of which the absolute value of its spectrum equals the Hankel Singular Values:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;|\lambda(W_X)| = \{\sigma_1,\dots,\sigma_r\}&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Thus the [[wikipedia:Singular_Value_Decomposition|Singular Value Decomposition]] of the Cross Gramian&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;W_X = U\Sigma V^T&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
also allows a partitioning&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;W_X = \begin{bmatrix} U_1 U_2 \end{bmatrix} \begin{bmatrix} \Sigma_1 &amp;amp; \\ &amp;amp; \Sigma_2\end{bmatrix} \begin{bmatrix} V_1^T\\V_2^T\end{bmatrix}.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
and a subsequent truncation of the discardable states, to which the above error bound also applies.&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Synthetic_parametric_model&amp;diff=1224</id>
		<title>Synthetic parametric model</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Synthetic_parametric_model&amp;diff=1224"/>
		<updated>2013-04-19T21:20:24Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:parametric 1 parameter]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
== Description ==&lt;br /&gt;
On this page you will find a synthetic parametric model for which one can easily experiment with different system orders  &amp;lt;math&amp;gt; n &amp;lt;/math&amp;gt;,  values of the parameter  &amp;lt;math&amp;gt; \varepsilon &amp;lt;/math&amp;gt;,  as well as different poles and residues.&lt;br /&gt;
&lt;br /&gt;
Also, the decay of the Hankel singular values can be changed indirectly through the parameter &amp;lt;math&amp;gt; \varepsilon &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Model ==&lt;br /&gt;
&lt;br /&gt;
The parameter &amp;lt;math&amp;gt;\varepsilon&amp;lt;/math&amp;gt; scales the real part of the system poles, that is, &amp;lt;math&amp;gt;p_i=\varepsilon a_i+jb_i \, &amp;lt;/math&amp;gt;, with &amp;lt;math&amp;gt; j &amp;lt;/math&amp;gt; the imaginary unit. &lt;br /&gt;
For a system in pole-residue form&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; H(s,\varepsilon) =  \sum_{i=1}^{n}\frac{r_i}{s-p_i} =  \sum_{i=1}^{n}\frac{r_i}{s-(\varepsilon a_i+jb_i)} &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
we can write down the state-space realization &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; H(s,\varepsilon) =  \widehat{C}\Big(sI-\varepsilon \widehat{A}_\varepsilon - \widehat{A}_0\Big)^{-1}\widehat{B}+D&amp;lt;/math&amp;gt; &lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
with system matrices defined as&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;\varepsilon \widehat{A}_\varepsilon + \widehat{A}_0 = \varepsilon \left[\begin{array}{ccc} a_1 &amp;amp; &amp;amp; \\ &amp;amp; \ddots &amp;amp; \\ &amp;amp; &amp;amp; a_n\end{array}\right] +\left[\begin{array}{ccc} jb_1 &amp;amp; &amp;amp; \\ &amp;amp; \ddots &amp;amp; \\ &amp;amp; &amp;amp; jb_n\end{array}\right] ,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt;\widehat{B} = [1,\ldots,1]^T,\quad \widehat{C} = [r_1,\ldots,r_n],\quad D = 0.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Notice that the system matrices have complex entries. &lt;br /&gt;
&lt;br /&gt;
For simplicity, assume that &amp;lt;math&amp;gt; n &amp;lt;/math&amp;gt; is even, &amp;lt;math&amp;gt; n=2k &amp;lt;/math&amp;gt;, and that all system poles are complex and ordered in complex conjugate pairs, i.e.&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; p_1 = \varepsilon a_1+jb_1, p_2 = \varepsilon a_1-jb_1, \ldots, p_{n-1} = \varepsilon a_k+jb_k, p_n = \varepsilon a_k-jb_k, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
and the residues also form complex conjugate pairs &lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; r_1 = c_1+jd_1, r_2 = c_1-jd_1, \ldots, r_{n-1} = c_k+jd_k, r_n = c_k-jd_k. &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Then a realization with matrices having real entries is given by&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:&amp;lt;math&amp;gt; A_\varepsilon = \left[\begin{array}{ccc} A_{\varepsilon,1} &amp;amp; &amp;amp; \\ &amp;amp; \ddots &amp;amp; \\ &amp;amp; &amp;amp; A_{\varepsilon,k}\end{array}\right], \quad A_0 = \left[\begin{array}{ccc} A_{0,1} &amp;amp; &amp;amp; \\ &amp;amp; \ddots &amp;amp; \\ &amp;amp; &amp;amp; A_{0,k}\end{array}\right], \quad B = \left[\begin{array}{c} B_1 \\ \vdots \\ B_k\end{array}\right], \quad C = \left[\begin{array}{ccc} C_1 &amp;amp; \cdots &amp;amp; C_k\end{array}\right], \quad D = 0,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
with &amp;lt;math&amp;gt; A_{\varepsilon,i} = \left[\begin{array}{cc}  a_i&amp;amp; 0  \\ 0 &amp;amp; a_i \end{array}\right] &amp;lt;/math&amp;gt;, &lt;br /&gt;
&amp;lt;math&amp;gt; A_{0,i} = \left[\begin{array}{cc}  0&amp;amp; b_i  \\ -b_i &amp;amp; 0 \end{array}\right] &amp;lt;/math&amp;gt;,&lt;br /&gt;
&amp;lt;math&amp;gt; B_{i} = \left[\begin{array}{c}  2  \\ 0 \end{array}\right] &amp;lt;/math&amp;gt;,&lt;br /&gt;
&amp;lt;math&amp;gt; C_{i} = \left[\begin{array}{cc}  c_i&amp;amp; d_i\end{array}\right] &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
== Numerical Values ==&lt;br /&gt;
&lt;br /&gt;
We construct a system of order &amp;lt;math&amp;gt;n = 100&amp;lt;/math&amp;gt;. The numerical values for the different variables are&lt;br /&gt;
&lt;br /&gt;
* &amp;lt;math&amp;gt;a_i &amp;lt;/math&amp;gt; equally spaced in &amp;lt;math&amp;gt; [-10^3, -10]&amp;lt;/math&amp;gt;,&lt;br /&gt;
&lt;br /&gt;
* &amp;lt;math&amp;gt;b_i &amp;lt;/math&amp;gt; equally spaced in &amp;lt;math&amp;gt;[10, 10^3]&amp;lt;/math&amp;gt;,&lt;br /&gt;
&lt;br /&gt;
* &amp;lt;math&amp;gt; c_i = 1&amp;lt;/math&amp;gt;,&lt;br /&gt;
&lt;br /&gt;
* &amp;lt;math&amp;gt; d_i = 0&amp;lt;/math&amp;gt;,&lt;br /&gt;
&lt;br /&gt;
* &amp;lt;math&amp;gt;\varepsilon&amp;lt;/math&amp;gt;&amp;lt;math&amp;gt; \in [1/50,1]&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
In MATLAB, the system matrices are easily formed as follows:&lt;br /&gt;
&lt;br /&gt;
 &amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
 n = 100;&lt;br /&gt;
 a = -linspace(1e1,1e3,n/2).&#039;;   b = linspace(1e1,1e3,n/2).&#039;;&lt;br /&gt;
 c = ones(n/2,1);                d = zeros(n/2,1);&lt;br /&gt;
 aa(1:2:n-1,1) = a;              aa(2:2:n,1) = a;&lt;br /&gt;
 bb(1:2:n-1,1) = b;              bb(2:2:n-2,1) = 0;&lt;br /&gt;
 Ae = spdiags(aa,0,n,n);&lt;br /&gt;
 A0 = spdiags([0;bb],1,n,n) + spdiags(-bb,-1,n,n);&lt;br /&gt;
 B = 2*sparse(mod([1:n],2)).&#039;;&lt;br /&gt;
 C(1:2:n-1) = c.&#039;;               C(2:2:n) = d.&#039;;   C = sparse(C);&lt;br /&gt;
 &amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
The above system matrices &amp;lt;math&amp;gt;A_\varepsilon, A_0, B, C&amp;lt;/math&amp;gt; are also available in [http://math.nist.gov/MatrixMarket/formats.html MatrixMarket] format  [[Media:Synth_matrices.tar.gz|Synth_matrices.tar.gz]].&lt;br /&gt;
&lt;br /&gt;
== Plots ==&lt;br /&gt;
&lt;br /&gt;
We plot the frequency response &amp;lt;math&amp;gt;H(s,\varepsilon) = C\big(sI-\varepsilon A_\varepsilon - A_0\big)^{-1}B&amp;lt;/math&amp;gt; and poles for parameter values &amp;lt;math&amp;gt;\varepsilon \in [1/50, 1/20, 1/10, 1/5, 1/2, 1] &amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
:[[Image:synth_freq_resp.png|frame|border|left|Frequency response of synthetic parametric system, for parameter values 1/50 (blue), 1/20 (green), 1/10 (red), 1/5 (teal), 1/2 (purple), 1 (yellow).]]&lt;br /&gt;
[[Image:synth_poles.png|frame|center|border|Poles of synthetic parametric system, for parameter values 1/50 (blue), 1/20 (green), 1/10 (red), 1/5 (teal), 1/2 (purple), 1 (yellow).]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
In MATLAB, the plots are generated using the following commands:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;source lang=&amp;quot;matlab&amp;quot;&amp;gt;&lt;br /&gt;
 r(1:2:n-1,1) = c+1j*d;     r(2:2:n,1) = c-1j*d;&lt;br /&gt;
 ep = [1/50; 1/20; 1/10; 1/5; 1/2; 1];                       % parameter epsilon&lt;br /&gt;
 jw = 1j*linspace(0,1.2e3,5000).&#039;;                           % frequency grid&lt;br /&gt;
 for j = 1:length(ep)&lt;br /&gt;
   p(:,j) = [ep(j)*a+1j*b; ep(j)*a-1j*b];                    % poles&lt;br /&gt;
   [jww,pp] = meshgrid(jw,p(:,j));&lt;br /&gt;
   Hjw(j,:) = (r.&#039;)*(1./(jww-pp));                           % freq. resp.&lt;br /&gt;
 end&lt;br /&gt;
 figure,  loglog(imag(jw),abs(Hjw),&#039;LineWidth&#039;,2)&lt;br /&gt;
          axis tight,    xlim([6 1200])&lt;br /&gt;
          xlabel(&#039;frequency (rad/sec)&#039;)&lt;br /&gt;
          ylabel(&#039;magnitude&#039;)&lt;br /&gt;
          title(&#039;Frequency response for different \epsilon&#039;)&lt;br /&gt;
 figure,  plot(real(p),imag(p),&#039;.&#039;)&lt;br /&gt;
          title(&#039;Poles for different \epsilon&#039;)&lt;br /&gt;
&amp;lt;/source&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Other interesting plots result for small values of the parameter. For example, for &amp;lt;math&amp;gt;\varepsilon = 1/100, 1/1000 &amp;lt;/math&amp;gt;, the peaks in the frequency response become more pronounced, since the poles move closer to the imaginary axis.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Next, for &amp;lt;math&amp;gt;\varepsilon \in [1/50, 1/20, 1/10, 1/5, 1/2, 1] &amp;lt;/math&amp;gt;, we also plot the decay of the Hankel singular values. Notice that for small values of the parameter, the decay of the Hankel singular values is very slow.&lt;br /&gt;
&lt;br /&gt;
[[Image:synth_hsv.png|frame|border|center|Hankel singular values of synthetic parametric system, for parameter values 1/50 (blue), 1/20 (green), 1/10 (red), 1/5 (teal), 1/2 (purple), 1 (yellow).]]&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact==&lt;br /&gt;
&lt;br /&gt;
&#039;&#039; [[User:Ionita]] 14:38, 29 November 2011 (UTC) &#039;&#039;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Scanning_Electrochemical_Microscopy&amp;diff=1223</id>
		<title>Scanning Electrochemical Microscopy</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Scanning_Electrochemical_Microscopy&amp;diff=1223"/>
		<updated>2013-04-19T21:18:45Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:time varying]]&lt;br /&gt;
[[Category:parametric 2-5 parameters]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:nonzero initial condition]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
&lt;br /&gt;
Scanning Electrochemical Microscopy (SECM) has many applications in current problems in the biological field. Quantitative mathematical models have been developed for different operating modes of the SECM. Except for some very specific problems, like the diffusion-controlled current on a circular electrode far away from the border, solutions can only be obtained by numerical simulation, which is based on discretization of the model in space by an appropriate method like finite differences, finite elements, or boundary elements. After discretization, a high-dimensional system of ordinary differential equations is obtained. Its high dimensionality leads to high computational cost. &lt;br /&gt;
&lt;br /&gt;
We consider a cylindrical electrode in Fig.1. The computation domain under the 2D-axisymmetric approximation includes the electrolyte under the electrode. We assume that the concentration does not depend on the rotation angle. A single chemical reaction takes place on the electrode:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;Ox+e^-\Leftrightarrow Red, \quad \quad \quad \quad     (1) &amp;lt;/math&amp;gt;   &lt;br /&gt;
         &lt;br /&gt;
where &amp;lt;math&amp;gt;Ox&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;Red&amp;lt;/math&amp;gt; are two different species in the reaction. &lt;br /&gt;
According to the theory of SECM [2], the species transport in the electrolyte is described by diffusion only. The diffusion partial differential equation is given by the second Fick&#039;s law as follows&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
\frac{dc_1}{dt}=D_1\cdot \Delta ^2c_1 , \quad&lt;br /&gt;
 \frac{dc_2}{dt}=D_2\cdot \Delta ^2c_2,&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;c_1&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;c_2&amp;lt;/math&amp;gt; are the concentration fields of species &amp;lt;math&amp;gt;Ox&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;Red&amp;lt;/math&amp;gt;, respectively. The initial conditions are &amp;lt;math&amp;gt;c_1(0)=c_{1,0}&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;c_2(0)=c_{2,0}.&amp;lt;/math&amp;gt; Conditions at the glass and the bottom of the bath are described by the Neumann boundary conditions of zero flux&lt;br /&gt;
&amp;lt;math&amp;gt;\nabla c_1\cdot \vec{n}=0&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;\nabla c_2\cdot \vec{n}=0&amp;lt;/math&amp;gt;. Conditions at the border of the bulk are described by Dirichlet boundary conditions of constant concentration, equal to the initial conditions &amp;lt;math&amp;gt;c_1=c_{1,0}&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;c_2=c_{2,0}&amp;lt;/math&amp;gt;. The boundary conditions at the electrode are described by&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
\nabla c_1\cdot \vec{n}=j, \,&lt;br /&gt;
\nabla c_2\cdot \vec{n}=-j.  \quad \quad \quad \quad  (2)&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Here &amp;lt;math&amp;gt;j&amp;lt;/math&amp;gt; is related to the forward reaction rate &amp;lt;math&amp;gt;k_f&amp;lt;/math&amp;gt; and the backward reaction rate &amp;lt;math&amp;gt;k_b&amp;lt;/math&amp;gt; through the Buttler-Volmer equation,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
j=k_f \cdot c_1-k_b \cdot c_2.&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The reaction rates &amp;lt;math&amp;gt;k_f&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;k_b&amp;lt;/math&amp;gt; are in the following form,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
k_f=k^0\exp{(\frac{\alpha z F(v(t)-v^0)}{RT})}, &amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;k_b=k^0\exp{(\frac{-(1-\alpha) z F(v(t)-v^0)}{RT})} .&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Here, &amp;lt;math&amp;gt;k^0&amp;lt;/math&amp;gt; is the heterogeneous standard rate constant, which is an empirical transmission factor for a heterogeneous reaction. &amp;lt;math&amp;gt;F&amp;lt;/math&amp;gt; is the Faraday-constant, &amp;lt;math&amp;gt;R&amp;lt;/math&amp;gt; is the gas constant, &amp;lt;math&amp;gt;T&amp;lt;/math&amp;gt; is the temperature, and &amp;lt;math&amp;gt;z&amp;lt;/math&amp;gt; is the number of exchanged electrons per reaction. &amp;lt;math&amp;gt;u(t)=v(t)-v^0&amp;lt;/math&amp;gt; is the difference between the electrode potential and the reference potential. This difference, to which we refer below as voltage, changes during the measurement of a voltammogram.&lt;br /&gt;
&lt;br /&gt;
==Model==&lt;br /&gt;
&lt;br /&gt;
The control volume method has been used for the spatial discretization of (1). Together with the boundary conditions, the resulting system of ordinary differential equations is as follows,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
E\frac{d\vec{c}}{dt}+K(u(t))\vec{c}-A\vec{c}=B,\quad&lt;br /&gt;
y(t)=C\vec{c},\quad&lt;br /&gt;
\vec{c}(0)=\vec{c}_0 \neq 0,&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where E and &amp;lt;math&amp;gt;K(u(t))&amp;lt;/math&amp;gt; are system matrices, &amp;lt;math&amp;gt;K(u(t))&amp;lt;/math&amp;gt; is a function of voltage that in turn depends on time. The voltage appears in the system matrix due to the boundary conditions (2). The vector &amp;lt;math&amp;gt;\vec{c} \in \mathbb{R}^n&amp;lt;/math&amp;gt; is the vector of unknown concentrations, which includes both the &amp;lt;math&amp;gt;Ox&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;Red&amp;lt;/math&amp;gt; species. The vector &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; is the load vector, which arises as a consequence of the Dirichlet boundary conditions imposed at the bulk boundary of the electrolyte. The total current is computed as an integral (sum) over the electrode surface. &lt;br /&gt;
The matrix &amp;lt;math&amp;gt;K(u(t))&amp;lt;/math&amp;gt; has the following form,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
K(u(t))=K_1(u(t))+K_2(u(t)), &lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;K_i(u(t))=h_i D_i, \, i=1,2,&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;h_1=\exp(\beta u(t)), \, h_2=\exp(-\beta u(t))&amp;lt;/math&amp;gt;. The voltage &amp;lt;math&amp;gt;u(t)&amp;lt;/math&amp;gt; is a function of &amp;lt;math&amp;gt;\sigma&amp;lt;/math&amp;gt;,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
u(t)=\sigma t-1, \, \text{for } t \leq \frac{2}{ \sigma}, \quad&lt;br /&gt;
u(t)=-\sigma t+3, \, \text{for } \frac{2}{ \sigma} &amp;lt; t \leq \frac{4}{ \sigma},&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;\sigma&amp;lt;/math&amp;gt; can take four different values, &amp;lt;math&amp;gt;\sigma=0.5, \, 0.05, \, 0.005, \, 0.0005&amp;lt;/math&amp;gt;.  The constant &amp;lt;math&amp;gt;\beta&amp;lt;/math&amp;gt; is computed from the parameters &amp;lt;math&amp;gt;\alpha, \, z, \, F, \, R,&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;T,&amp;lt;/math&amp;gt; leading to the value &amp;lt;math&amp;gt;\beta=21.243036728240824&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Although the system is a time-varying system, it can be considered as a parametrized system with two parameters &amp;lt;math&amp;gt;h_1&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;h_2&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
==Data==&lt;br /&gt;
&lt;br /&gt;
The data of the system matrices &amp;lt;math&amp;gt;E, \ D_1, \ D_2, \ A, \ B, C&amp;lt;/math&amp;gt; as well as the initial state &amp;lt;math&amp;gt;\vec{c}_0=x_0&amp;lt;/math&amp;gt; are in MatrixMarket format (http://math.nist.gov/MatrixMarket/), and can be downloaded here [[Media:SECM.TGZ|SECM.tgz]]. The interesting output of the model is the current which is computed by &amp;lt;math&amp;gt;I(t)=C(5,:)\vec{c}&amp;lt;/math&amp;gt; in MATLAB notation. The interesting plot of the output is called the cyclic voltammogram, which is the plot of the current changing with the voltage &amp;lt;math&amp;gt;u(t)&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
Fig.1 &lt;br /&gt;
[[Image:Fig.1.JPG|thumb|left|300px|Cylindrical Electrode]]&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
[1] L. Feng, D. Koziol, E. B. Rudnyi, and J. G. Korvink, &amp;quot;Parametric Model Reduction for Fast Simulation of Cyclic Voltammograms,&amp;quot; Sensor Letters, Vol. 4, 1-10, 2006, pp.1-10. &lt;br /&gt;
&lt;br /&gt;
[2] M. V. Mirkin, &amp;quot;Theory in scanning electrochemical microscopy,&amp;quot; A. J. Bard and M. V. Mirkin, Eds. (2001). New York, John Wiley &amp;amp; Sons. pp. 145 – 199.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact==&lt;br /&gt;
&lt;br /&gt;
&#039;&#039; [[User:Feng|Lihong Feng]] &#039;&#039;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Projection_based_MOR&amp;diff=1222</id>
		<title>Projection based MOR</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Projection_based_MOR&amp;diff=1222"/>
		<updated>2013-04-19T21:17:21Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
Consider the linear time invariant system&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
E \frac{dx(t)}{dt}=A x(t)+B u(t), \quad&lt;br /&gt;
y(t)=Cx(t),    \quad \quad (1)&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
as an example. &lt;br /&gt;
All the existing model order reduction (MOR) methods are based on projection. That is to&lt;br /&gt;
find a subspace &amp;lt;math&amp;gt;S_1&amp;lt;/math&amp;gt; which approximates the manifold where the state&lt;br /&gt;
vector &amp;lt;math&amp;gt;x(t)&amp;lt;/math&amp;gt; resides. Afterwards, &amp;lt;math&amp;gt;x(t)&amp;lt;/math&amp;gt; is approximated by a vector &amp;lt;math&amp;gt;\tilde x(t)&amp;lt;/math&amp;gt; in &amp;lt;math&amp;gt;S_1&amp;lt;/math&amp;gt;.  The reduced model is produced by Petrov-Galerkin projection onto a subspace &amp;lt;math&amp;gt;S_2&amp;lt;/math&amp;gt;, or by Galerkin projection onto the same subspace &amp;lt;math&amp;gt;S_1&amp;lt;/math&amp;gt;. &lt;br /&gt;
&lt;br /&gt;
Assuming that an orthonormal &lt;br /&gt;
basis &amp;lt;math&amp;gt;V=(v_1,v_2, \ldots, v_q)&amp;lt;/math&amp;gt; of the subspace &amp;lt;math&amp;gt;S_1&amp;lt;/math&amp;gt; has been&lt;br /&gt;
found, then the approximation &amp;lt;math&amp;gt;\tilde x(t)&amp;lt;/math&amp;gt; in &amp;lt;math&amp;gt;S_1&amp;lt;/math&amp;gt; can be represented by &lt;br /&gt;
the basis as &amp;lt;math&amp;gt;\hat x(t)=V z(t)&amp;lt;/math&amp;gt;. Therefore &amp;lt;math&amp;gt;x(t)&amp;lt;/math&amp;gt; can be approximated by &amp;lt;math&amp;gt; x(t) \approx V z(t)&amp;lt;/math&amp;gt;. Here &amp;lt;math&amp;gt;z&amp;lt;/math&amp;gt; is a vector&lt;br /&gt;
of length &amp;lt;math&amp;gt;q \ll n&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Once &amp;lt;math&amp;gt;z(t)&amp;lt;/math&amp;gt; is computed, an &lt;br /&gt;
approximate solution &amp;lt;math&amp;gt;\tilde x(t)=V z(t)&amp;lt;/math&amp;gt; for &amp;lt;math&amp;gt;x(t)&amp;lt;/math&amp;gt; can be obtained. The vector &amp;lt;math&amp;gt;z(t)&amp;lt;/math&amp;gt;&lt;br /&gt;
can be computed from the reduced model which is  derived by the&lt;br /&gt;
following two steps.&lt;br /&gt;
&lt;br /&gt;
Step 1. By replacing &amp;lt;math&amp;gt;x&amp;lt;/math&amp;gt; in (1) with &amp;lt;math&amp;gt;Vz&amp;lt;/math&amp;gt;, we get&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;E \frac{d{Vz}}{dt} \approx A Vz+Bu(t),\quad y(t) \approx CV z.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Step 2. The residual is denoted as &amp;lt;math&amp;gt;e=AVz+Bu(t)-E \frac{d{Vz}}{dt}&amp;lt;/math&amp;gt;. Forcing &amp;lt;math&amp;gt;e=0&amp;lt;/math&amp;gt; in a properly chosen subspace &amp;lt;math&amp;gt;S_2&amp;lt;/math&amp;gt; of &amp;lt;math&amp;gt;\mathbb {R}^n&amp;lt;/math&amp;gt; leads to the Petrov-Galerkin projection: &amp;lt;math&amp;gt;W^T e=0&amp;lt;/math&amp;gt;, where the columns of &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; are the basis of &amp;lt;math&amp;gt;S_2&amp;lt;/math&amp;gt;. Then we have,&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;W^TE \frac{d{V z}}{t}=W^TA Vz +W^T B u(t), \quad \hat{y}(t)=CVz.&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
By defining &amp;lt;math&amp;gt;\hat{E}=W^TEV&amp;lt;/math&amp;gt;, &amp;lt;math&amp;gt;\hat {A}=W^TAV, \hat{B}=W^TB&amp;lt;/math&amp;gt;, &amp;lt;math&amp;gt;\hat{C}=CV&amp;lt;/math&amp;gt;, we get the final reduced model&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;\hat{E} \frac{dz(t)}{dt}=\hat{A}z(t)+\hat{B}u(t), \quad &lt;br /&gt;
\hat{y}(t)=\hat{C}z(t).    \quad \quad (2)&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
Notice that the approximation &amp;lt;math&amp;gt;\hat x(t)=Vz(t)&amp;lt;/math&amp;gt; of &amp;lt;math&amp;gt;x(t)&amp;lt;/math&amp;gt;  can be obtained from &amp;lt;math&amp;gt; z(t)&amp;lt;/math&amp;gt; by solving the system in (2). The system in (2) is much smaller than the system in (1) in the sense that there are many less equations in (2) than in (1). Therefore, the system in (2) is much easier to be solved, which is the so-called reduced model. In order to save the simulation time of solving (1), the reduced model can be used to replace (1) to attain a fast simulation. Furthermore, the error between the two systems should be within acceptable tolerance. The error can be measured through the error between the the state vectors &amp;lt;math&amp;gt;x(t), \hat x(t)&amp;lt;/math&amp;gt;, or between the output responses &amp;lt;math&amp;gt;y(t), \hat y(t)&amp;lt;/math&amp;gt;, or between the transfer functions of the two systems.&lt;br /&gt;
&lt;br /&gt;
It can be seen that once the two matrices &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt; have been computed, the reduced model is obtained. While the Gramian based MOR methods (e.g. Balanced truncation) usually compute &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt;&lt;br /&gt;
different from &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt;, some methods use &amp;lt;math&amp;gt;W=V&amp;lt;/math&amp;gt;, e.g. some of the moment matching MOR methods, the reduced basis methods, and some of the POD methods&lt;br /&gt;
etc.. When &amp;lt;math&amp;gt;W=V&amp;lt;/math&amp;gt;, Petrov-Galerkin projection becomes Galerkin&lt;br /&gt;
projection. &lt;br /&gt;
&lt;br /&gt;
MOR methods differ in the computation&lt;br /&gt;
of the two matrices &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt;. The Gramian based MOR methods compute &amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt; by the controllability and&lt;br /&gt;
observability Gramians. Reduced&lt;br /&gt;
basis methods and POD methods compute &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt; from the snapshots of the&lt;br /&gt;
state vector &amp;lt;math&amp;gt;x(t)&amp;lt;/math&amp;gt; at different time steps (also at the samples of the parameters if the system is parametric). The methods based on moment-matching compute&lt;br /&gt;
&amp;lt;math&amp;gt;W&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;V&amp;lt;/math&amp;gt; from the moments of the transfer function. &lt;br /&gt;
&lt;br /&gt;
One common&lt;br /&gt;
goal of all MOR methods is that the behavior of the reduced model&lt;br /&gt;
should be sufficiently &amp;quot;close&amp;quot; to that of the original model guaranteed through the above mentioned error measurements.&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Microthruster_Unit&amp;diff=1221</id>
		<title>Microthruster Unit</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Microthruster_Unit&amp;diff=1221"/>
		<updated>2013-04-19T21:14:45Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
[[Category:linear]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:parametric 2-5 parameters]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
&lt;br /&gt;
This parametric model is collected in the Oberwolfach Model Reduction Benchmark Collection. The file describing the model is named &amp;quot;Boundary Condition Independent Thermal Model&amp;quot;. The parametric model is a 2D-axisymmetric microthruster model with 3 independent parameters. By following this [http://simulation.uni-freiburg.de/downloads/benchmark/Thermal%20Model%20%2838865%29/ link], one can have the detailed description of the parameters and the model. The data of the model can also be downloaded there.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==Contact==&lt;br /&gt;
&lt;br /&gt;
&#039;&#039; [[User:Feng|Lihong Feng]] &#039;&#039;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=MORPACK&amp;diff=1220</id>
		<title>MORPACK</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=MORPACK&amp;diff=1220"/>
		<updated>2013-04-19T21:13:40Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:Software]]&lt;br /&gt;
[[Category:dense]]&lt;br /&gt;
[[Category:sparse]]&lt;br /&gt;
&lt;br /&gt;
[http://tu-dresden.de/die_tu_dresden/fakultaeten/vkw/tgf/forschung/forschungsthemen/morpack MORPACK] is a Matlab software package for MOR of finite element models (mainly stemming from [http://www.ansys.com ANSYS] and [http://www.nastran.com/ NASTRAN]) that is developed at TU Dresden. The reduced order models generated are usable in [http://www.simpack.com/ SIMPACK]. The main methods supported are:&lt;br /&gt;
&lt;br /&gt;
* static condensation (Guyan)&lt;br /&gt;
* dynamic reduction&lt;br /&gt;
* standard improved reduction system method (IRS)&lt;br /&gt;
* system equivalent reduction expansion process (SEREP)&lt;br /&gt;
* component mode synthesis (CMS / Craig Bampton Method)&lt;br /&gt;
* Krylov subspace methods&lt;br /&gt;
* Balanced truncation&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Emgr&amp;diff=1219</id>
		<title>Emgr</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Emgr&amp;diff=1219"/>
		<updated>2013-04-19T21:13:17Z</updated>

		<summary type="html">&lt;p&gt;Baur: &lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:Software]]&lt;br /&gt;
[[Category:Linear Algebra]]&lt;br /&gt;
[[Category:dense]]&lt;br /&gt;
[[Category:nonlinear]]&lt;br /&gt;
&lt;br /&gt;
[http://gramian.de emgr] - &#039;&#039;&#039;Em&#039;&#039;&#039;pirical &#039;&#039;&#039;Gr&#039;&#039;&#039;amian Framework.&lt;br /&gt;
Empirical gramians can be computed for linear and nonlinear control systems for purposes of model order reduction or system identification.&lt;br /&gt;
Model reduction using empirical gramians can be applied to the state space, to the parameter space or to both through combined reduction.&lt;br /&gt;
The &#039;&#039;&#039;emgr&#039;&#039;&#039; framework is a compact open source toolbox for gramian-based model reduction and compatible with [http://www.gnu.org/software/octave/ OCTAVE] and [http://www.mathworks.de/products/matlab/ MATLAB].&lt;br /&gt;
&lt;br /&gt;
== Features ==&lt;br /&gt;
&#039;&#039;&#039;emgr&#039;&#039;&#039; encompasses six types of gramians:&lt;br /&gt;
&lt;br /&gt;
* Empirical Controllability Gramian&lt;br /&gt;
* Empirical Observability Gramian&lt;br /&gt;
* Empirical Cross Gramian&lt;br /&gt;
* Empirical Sensitivity Gramian&lt;br /&gt;
* Empirical Identifiability Gramian&lt;br /&gt;
* Empirical Joint Gramian&lt;br /&gt;
&lt;br /&gt;
applicable to:&lt;br /&gt;
&lt;br /&gt;
* Linear + Nonlinear Systems&lt;br /&gt;
* First + Second Order Systems&lt;br /&gt;
* Parametric Systems&lt;br /&gt;
&lt;br /&gt;
and with sample implementations for:&lt;br /&gt;
&lt;br /&gt;
* Balanced Truncation + Direct Trunction&lt;br /&gt;
* Parameter Identification + Sensitivity Analysis&lt;br /&gt;
* Parameter Reduction&lt;br /&gt;
* Combined State and Parameter Reduction&lt;br /&gt;
* (Bayesian) Inverse Problem Reduction&lt;br /&gt;
&lt;br /&gt;
== References ==&lt;br /&gt;
&lt;br /&gt;
* C. Himpe, M. Ohlberger &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://arxiv.org/pdf/1301.6879v3 A Unified Software Framework for Empirical Gramians]&amp;lt;/span&amp;gt;&amp;quot;, 2012&lt;br /&gt;
&lt;br /&gt;
== Links ==&lt;br /&gt;
&lt;br /&gt;
* http://gramian.de&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=MORPACK&amp;diff=1218</id>
		<title>MORPACK</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=MORPACK&amp;diff=1218"/>
		<updated>2013-04-19T21:12:41Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:software]]&lt;br /&gt;
[[Category:dense]]&lt;br /&gt;
[[Category:sparse]]&lt;br /&gt;
&lt;br /&gt;
[http://tu-dresden.de/die_tu_dresden/fakultaeten/vkw/tgf/forschung/forschungsthemen/morpack MORPACK] is a Matlab software package for MOR of finite element models (mainly stemming from [http://www.ansys.com ANSYS] and [http://www.nastran.com/ NASTRAN]) that is developed at TU Dresden. The reduced order models generated are usable in [http://www.simpack.com/ SIMPACK]. The main methods supported are:&lt;br /&gt;
&lt;br /&gt;
* static condensation (Guyan)&lt;br /&gt;
* dynamic reduction&lt;br /&gt;
* standard improved reduction system method (IRS)&lt;br /&gt;
* system equivalent reduction expansion process (SEREP)&lt;br /&gt;
* component mode synthesis (CMS / Craig Bampton Method)&lt;br /&gt;
* Krylov subspace methods&lt;br /&gt;
* Balanced truncation&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Emgr&amp;diff=1217</id>
		<title>Emgr</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Emgr&amp;diff=1217"/>
		<updated>2013-04-19T21:11:43Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:software]]&lt;br /&gt;
[[Category:Linear Algebra]]&lt;br /&gt;
[[Category:dense]]&lt;br /&gt;
[[Category:nonlinear]]&lt;br /&gt;
&lt;br /&gt;
[http://gramian.de emgr] - &#039;&#039;&#039;Em&#039;&#039;&#039;pirical &#039;&#039;&#039;Gr&#039;&#039;&#039;amian Framework.&lt;br /&gt;
Empirical gramians can be computed for linear and nonlinear control systems for purposes of model order reduction or system identification.&lt;br /&gt;
Model reduction using empirical gramians can be applied to the state space, to the parameter space or to both through combined reduction.&lt;br /&gt;
The &#039;&#039;&#039;emgr&#039;&#039;&#039; framework is a compact open source toolbox for gramian-based model reduction and compatible with [http://www.gnu.org/software/octave/ OCTAVE] and [http://www.mathworks.de/products/matlab/ MATLAB].&lt;br /&gt;
&lt;br /&gt;
== Features ==&lt;br /&gt;
&#039;&#039;&#039;emgr&#039;&#039;&#039; encompasses six types of gramians:&lt;br /&gt;
&lt;br /&gt;
* Empirical Controllability Gramian&lt;br /&gt;
* Empirical Observability Gramian&lt;br /&gt;
* Empirical Cross Gramian&lt;br /&gt;
* Empirical Sensitivity Gramian&lt;br /&gt;
* Empirical Identifiability Gramian&lt;br /&gt;
* Empirical Joint Gramian&lt;br /&gt;
&lt;br /&gt;
applicable to:&lt;br /&gt;
&lt;br /&gt;
* Linear + Nonlinear Systems&lt;br /&gt;
* First + Second Order Systems&lt;br /&gt;
* Parametric Systems&lt;br /&gt;
&lt;br /&gt;
and with sample implementations for:&lt;br /&gt;
&lt;br /&gt;
* Balanced Truncation + Direct Trunction&lt;br /&gt;
* Parameter Identification + Sensitivity Analysis&lt;br /&gt;
* Parameter Reduction&lt;br /&gt;
* Combined State and Parameter Reduction&lt;br /&gt;
* (Bayesian) Inverse Problem Reduction&lt;br /&gt;
&lt;br /&gt;
== References ==&lt;br /&gt;
&lt;br /&gt;
* C. Himpe, M. Ohlberger &amp;quot;&amp;lt;span class=&amp;quot;plainlinks&amp;quot;&amp;gt;[http://arxiv.org/pdf/1301.6879v3 A Unified Software Framework for Empirical Gramians]&amp;lt;/span&amp;gt;&amp;quot;, 2012&lt;br /&gt;
&lt;br /&gt;
== Links ==&lt;br /&gt;
&lt;br /&gt;
* http://gramian.de&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Bilinear_PMOR_method&amp;diff=1216</id>
		<title>Bilinear PMOR method</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Bilinear_PMOR_method&amp;diff=1216"/>
		<updated>2013-04-19T21:10:12Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:method]]&lt;br /&gt;
[[Category:nonlinear]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
&lt;br /&gt;
The model reduction method we present here is applicable to linear parameter-varying (LPV) systems of the form&lt;br /&gt;
&lt;br /&gt;
&amp;lt;center&amp;gt;&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
\dot{x}(t)=Ax(t) + \sum_{i=1}^d p_i(t)A_i x(t)+B_0u_0(t),\quad y(t)=Cx(t),&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&amp;lt;/center&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &lt;br /&gt;
&amp;lt;math&amp;gt; &lt;br /&gt;
A,A_i \in \mathbb R^{n\times n}, B_0 \in \mathbb R^{n\times m}&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
and&lt;br /&gt;
&amp;lt;math&amp;gt;  C \in \mathbb R^{p\times n}.&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
The main idea is that the structure of the above type of systems is quite similar to so-called bilinear control systems. Although belonging to the class of nonlinear control systems, the latter exhibit many features of linear time-invariant systems. In more detail, a bilinear control system is given as follows&lt;br /&gt;
&lt;br /&gt;
&amp;lt;center&amp;gt;&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
\dot{x}(t)=Ax(t) + \sum_{i=1}^m N_i x(t) u_i(t) + B u(t),&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&amp;lt;/center&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where&lt;br /&gt;
&amp;lt;math&amp;gt; &lt;br /&gt;
A,N_i \in \mathbb R^{n\times n}, B \in \mathbb R^{n\times m}&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
and&lt;br /&gt;
&amp;lt;math&amp;gt;  C \in \mathbb R^{p\times n}.&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
As one can see, there seems to be a close connection between LPV and bilinear systems which may be advantageous. To be more precise, following [2], we can interpret LPV systems as special bilinear system by simply setting &lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
\tilde{A}=A,\;\; \tilde{N}_i=0,\;\;i=1,\dots,m,\;\; \tilde{N}_i=A_i,\;\; i=m+1,\dots,m+d, \;\; \tilde{B}=\begin{bmatrix} B_0 &amp;amp; 0\end{bmatrix},\;\; \tilde{C}=C, \;\; \tilde{u}=\begin{bmatrix} u_0 \\ p_1(t) \\ \vdots \\ p_d(t)\end{bmatrix} .&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
It is important to note that in this way the parameter dependency has been hidden in the structure of a bilinear system and if we use a bilinear model reduction method, we automatically end up with a structure-preserving model reduction method for LPV systems as well. Due to the above mentioned similarity of bilinear and linear control systems, one can generalize some useful and well-known linear concepts. For example, it is possible to extend the method of balanced truncation for bilinear systems. Here, we have to solve generalized Lyapunov equations of the form&lt;br /&gt;
&lt;br /&gt;
&amp;lt;center&amp;gt;&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
AX+XA^T +\sum_{i=1}^m N_i X N_i^T + BB^T = 0, \qquad A^TY+YA +\sum_{i=1}^m N_i^T Y N_i + C^TC = 0.&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&amp;lt;/center&amp;gt;&lt;br /&gt;
&lt;br /&gt;
For a detailed analysis of this approach, we refer to e.g. [3]. Another possibility is to aim at a model reduction method which is optimal with respect to a certain system norm. In [1], the authors investigate a possible extension of the linear &amp;lt;math&amp;gt;H_2&amp;lt;/math&amp;gt;-norm and propose an algorithm which extends the well-known iterative rational Krylov algorithm (IRKA) to the bilinear setting specified above. &lt;br /&gt;
&lt;br /&gt;
Both methods have been tested on several LPV control systems (e.g., [[Microthruster_Unit|Microthruster Unit]] and [[Scanning_Electrochemical_Microscopy|Scanning Electrochemical Microscopy]]) and seem to be a reasonable alternative to existing parametric model reduction methods.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
[1] P. Benner and T. Breiten, Interpolation-based H2-model reduction of bilinear control systems, 2011, Preprint MPIMD/11-02.&lt;br /&gt;
&lt;br /&gt;
[2] P. Benner and T. Breiten, On H2-model reduction of linear parameter-varying&lt;br /&gt;
systems, In Proceedings in Applied Mathematics and Mechanics. Wiley InterScience,&lt;br /&gt;
2011.&lt;br /&gt;
&lt;br /&gt;
[3] P. Benner and T. Damm, Lyapunov Equations, Energy Functionals, and Model Order Reduction&lt;br /&gt;
of Bilinear and Stochastic Systems, SIAM J. Cont. Optim., 49 (2011), pp. 686-711.&lt;br /&gt;
&lt;br /&gt;
==Contact==&lt;br /&gt;
&lt;br /&gt;
&#039;&#039; [[User:breiten|Tobias Breiten]]&#039;&#039;&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
	<entry>
		<id>https://modelreduction.org/morwiki/index.php?title=Anemometer&amp;diff=1215</id>
		<title>Anemometer</title>
		<link rel="alternate" type="text/html" href="https://modelreduction.org/morwiki/index.php?title=Anemometer&amp;diff=1215"/>
		<updated>2013-04-19T21:08:06Z</updated>

		<summary type="html">&lt;p&gt;Baur: changes of categories&lt;/p&gt;
&lt;hr /&gt;
&lt;div&gt;[[Category:benchmark]]&lt;br /&gt;
[[Category:parametric]]&lt;br /&gt;
[[Category:linear system]]&lt;br /&gt;
[[Category:ODE]]&lt;br /&gt;
[[Category:time invariant]]&lt;br /&gt;
[[Category:parametric 1 parameter]]&lt;br /&gt;
[[Category:parametric 2-5 parameters]]&lt;br /&gt;
[[Category:affine parameter representation]]&lt;br /&gt;
[[Category:first differential order]]&lt;br /&gt;
&lt;br /&gt;
==Description==&lt;br /&gt;
&lt;br /&gt;
An anemometer is a flow sensing device, consisting of a heater and&lt;br /&gt;
temperature sensors before and after the heater, placed either&lt;br /&gt;
directly in the flow or in its vicinity. They are located on a membrane to&lt;br /&gt;
minimize heat dissipation through the&lt;br /&gt;
structure. Without any flow, the heat&lt;br /&gt;
dissipates symmetrically into the fluid. This symmetry is disturbed if&lt;br /&gt;
a flow is applied to the fluid, which leads to a convection on the&lt;br /&gt;
temperature field and therefore to a difference between the&lt;br /&gt;
temperature sensors (see Fig.1 below) from which the fluid&lt;br /&gt;
velocity can be determined.&lt;br /&gt;
&lt;br /&gt;
The physical model can be expressed by the&lt;br /&gt;
convection-diffusion partial differential equation [4]:&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;\rho c \frac{\partial T}{\partial t} = \nabla \cdot (\kappa&lt;br /&gt;
  \nabla T ) - \rho c v \nabla T + \dot q,&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
where &amp;lt;math&amp;gt;\rho&amp;lt;/math&amp;gt; denotes the mass density, &amp;lt;math&amp;gt;c&amp;lt;/math&amp;gt; is the specific heat,&lt;br /&gt;
&amp;lt;math&amp;gt;\kappa&amp;lt;/math&amp;gt; is the thermal conductivity, &amp;lt;math&amp;gt;v&amp;lt;/math&amp;gt; is the fluid&lt;br /&gt;
velocity, &amp;lt;math&amp;gt;T&amp;lt;/math&amp;gt; is the temperature, and &amp;lt;math&amp;gt;\dot q&amp;lt;/math&amp;gt; is the heat flow into the system&lt;br /&gt;
caused by the heater.&lt;br /&gt;
&lt;br /&gt;
The solid model has been generated and meshed in ANSYS. &lt;br /&gt;
Triangular PLANE55 elements have been used for the finite element discretization. The order of the system is &amp;lt;math&amp;gt;n = 29008&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Example with 1 parameter:&lt;br /&gt;
&lt;br /&gt;
The &amp;lt;math&amp;gt;n&amp;lt;/math&amp;gt; dimensional ODE system has the following transfer function&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
G(p) = C((sE - A1- p(A2 - A1))^{-1}B)&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
with the fluid velocity &amp;lt;math&amp;gt;p(=v)&amp;lt;/math&amp;gt; as single parameter.&lt;br /&gt;
Here &amp;lt;math&amp;gt;E&amp;lt;/math&amp;gt; is the heat capacitance matrix, &amp;lt;math&amp;gt;B&amp;lt;/math&amp;gt; is the load vector which is derived from separating the spatial and temporal variables in &amp;lt;math&amp;gt;\dot{q}&amp;lt;/math&amp;gt; and the FEM discretization w.r.t. the spatial variables. &amp;lt;math&amp;gt;Ai&amp;lt;/math&amp;gt; are the stiffness matrices with &amp;lt;math&amp;gt;i=1&amp;lt;/math&amp;gt; for pure diffusion and &amp;lt;math&amp;gt;i=2&amp;lt;/math&amp;gt; for diffusion and convection. Thus, for obtaining pure convection you have to compute &amp;lt;math&amp;gt;A2 - A1&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
Example with 3 parameters:&lt;br /&gt;
&lt;br /&gt;
Here, all fluid properties are identified as parameters. Thus, we consider the following transfer function&lt;br /&gt;
&lt;br /&gt;
&amp;lt;math&amp;gt;&lt;br /&gt;
  G(p_0, p_1,p_2)      =  C((s  \underbrace{(E_s +   p_0  E_f)}_{E(p_0)}    - \underbrace{( A_{d,s} + p_1   A_{d,f} +   p_2 A_c )}_{A(p_1,p_2)} )^{-1}B)&lt;br /&gt;
&amp;lt;/math&amp;gt;&lt;br /&gt;
&lt;br /&gt;
with parameters &amp;lt;math&amp;gt;p_0, \, p_1, \, p_2&amp;lt;/math&amp;gt; which are combinations of the original fluid parameters &amp;lt;math&amp;gt;\rho, \, c, \, \kappa, \, v: \quad p_0 = \rho c, \, p_1=\kappa,&amp;lt;/math&amp;gt; and &amp;lt;math&amp;gt;p_2 =\rho c v,&amp;lt;/math&amp;gt; see [5]. So far, we have considered the mass density as fixed, i.e. &amp;lt;math&amp;gt;\rho=1&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
==Origin==&lt;br /&gt;
&lt;br /&gt;
IMTEK Freiburg, group of Jan Korvink.&lt;br /&gt;
&lt;br /&gt;
==Data==&lt;br /&gt;
&lt;br /&gt;
Matrices are in the Matrix Market format(http://math.nist.gov/MatrixMarket/). All matrices (for the one parameter system and for the three parameter case) can be found and uploaded in [[Media:Anemometer.tar.gz|Anemometer.tar.gz]]. The matrix name is used as an extension of the matrix file. &lt;br /&gt;
The system matrices have been extracted from ANSYS models by means of mor4fem.&lt;br /&gt;
For more information about computing the system matrices, the choice of the output, applying the permutation, please look into the [[media:Readme2.pdf|readme file]]. [[File: Readme2.pdf|thumb]]&lt;br /&gt;
&lt;br /&gt;
To test the quality of the reduced order systems, harmonic simulations as well as transient step responses could be computed, see [5].&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Example with 1 parameter:&lt;br /&gt;
&lt;br /&gt;
*.B: load vector&lt;br /&gt;
*.E: damping matrix&lt;br /&gt;
*.P: permutation matrix&lt;br /&gt;
*.A: stiffness matrices (2)&lt;br /&gt;
&lt;br /&gt;
Example with 3 parameters:&lt;br /&gt;
&lt;br /&gt;
*.B: load vector&lt;br /&gt;
*.E: damping matrices (2)&lt;br /&gt;
*.A: stiffness matrices (5)&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
a) About the anemometer&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
[1] H. Ernst, &amp;quot;High-Resolution Thermal Measurements in Fluids,&amp;quot; PhD thesis, University of Freiburg, Germany (2001).&lt;br /&gt;
&lt;br /&gt;
[2] P. Benner, V. Mehrmann and D. Sorensen, &amp;quot;Dimension Reduction of Large-Scale Systems,&amp;quot; Lecture Notes in Computational Science and Engineering, Springer-Verlag, Berlin/Heidelberg, Germany, 45, 2005.&lt;br /&gt;
  &lt;br /&gt;
[3] C. Moosmann and A. Greiner, &amp;quot;Convective Thermal Flow Problems,&amp;quot; Chapter 16 (pages 341--343) of [2].&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
b) MOR for non-parametrized anemometer&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
[4] C. Moosmann, E. B. Rudnyi, A. Greiner and J. G. Korvink, &amp;quot;Model Order Reduction for Linear Convective Thermal Flow,&amp;quot;&lt;br /&gt;
Proceedings of 10th International Workshops on THERMal INvestigations of ICs and Systems, THERMINIC2004, 29 Sept - 1 Oct, 2004, Sophia Antipolis, France.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
c) MOR for parametrized anemometer&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
[5] U. Baur, P. Benner, A. Greiner, J. G. Korvink, J. Lienemann and C. Moosmann, &amp;quot;Parameter preserving model order reduction for MEMS applications,&amp;quot; MCMDS Mathematical and Computer Modeling of Dynamical Systems, 17(4):297--317, 2011.&lt;br /&gt;
&lt;br /&gt;
[6] C. Moosmann, &amp;quot;ParaMOR - Model Order Reduction for parameterized MEMS applications,&amp;quot; PhD thesis, University of Freiburg, Germany (2007).&lt;br /&gt;
&lt;br /&gt;
[7] C. Moosmann, E. B. Rudnyi, A. Greiner, J. G. Korvink and M. Hornung, &amp;quot;Model Order Reduction of a Flow Meter,&amp;quot; Technical Proceedings of the 2005 Nanotechnology&lt;br /&gt;
Conference and Trade Show, Nanotech 2005, May 8-12, 2005, Anaheim, California, USA, NSTINanotech&lt;br /&gt;
2005, vol. 3, p. 684-687.&lt;br /&gt;
&lt;br /&gt;
[8] E. B. Rudnyi, C. Moosmann, A. Greiner, T. Bechtold, J. G. Korvink, &amp;quot;Parameter Preserving&lt;br /&gt;
Model Reduction for MEMS System-level Simulation and Design,&amp;quot; Proceedings of MATHMOD 2006, February 8 -&lt;br /&gt;
10, 2006, Vienna University of Technology, Austria.&lt;br /&gt;
&lt;br /&gt;
&lt;br /&gt;
Fig. 1&lt;br /&gt;
&lt;br /&gt;
[[File:Model_Color.pdf|600px|thumb|left|Schemantic: 2D-model-anemometer]]&lt;br /&gt;
&lt;br /&gt;
[[file:ContourPlot30.pdf|600px|thumb|left|Calculated temperature profile for anemometer function]]&lt;br /&gt;
&lt;br /&gt;
==Contact==&lt;br /&gt;
&lt;br /&gt;
[[User:Baur]]&lt;/div&gt;</summary>
		<author><name>Baur</name></author>
	</entry>
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