Garret Flagg, Christopher Beattie, Serkan Gugercin
Published 2011-07-27Version 1
The Iterative Rational Krylov Algorithm (IRKA) of [8] is an interpolatory model reduction approach to the optimal $\mathcal{H}_2$ approximation problem. Even though the method has been illustrated to show rapid convergence in various examples, a proof of convergence has not been provided yet. In this note, we show that in the case of state-space symmetric systems, IRKA is a locally convergent fixed point iteration to a local minimum of the underlying $\mathcal{H}_2$ approximation problem.
Journal: Systems and Control Letters, Volume: 61, Issue: 6, pp. 688-691, 2012
Convergence of adaptive finite element methods for eigenvalue problems
On the convergence of local expansions of layer potentials
An Adaptive Euler-Maruyama Scheme For SDEs: Convergence and Stability
![QR code for arXiv:1107.5363 [math.NA]](http://oss.arxitics.com/images/favicon.svg)