Fast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration

IEEE/ACM International Conference on Computer-Aided Design, Digest of Technical Papers, ICCAD

Volumn 2005, Issue , 2005, Pages 801-805

  Wong, Ngai ^a   Balakrishnan, Venkataramanan ^b  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b PURDUE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ITERATIVE METHODS; LARGE SCALE SYSTEMS; MATHEMATICAL MODELS; NUMERICAL METHODS;

BALANCED TRUNCATION (BT); CHOLESKY FACTOR; CONTINUOUS TIME ALGEBRAIC RICCATI EQUATIONS (CARE); MODEL ORDER REDUCTION (MOR);

RANDOM PROCESSES;

EID: 33751423834     PISSN: 10923152     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCAD.2005.1560173     Document Type: Conference Paper

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