Efficient model order reduction of large-scale systems on multi-core platforms

Abstract

We propose an efficient implementation of the Balanced Truncation (BT) method for model order reduction when the state-space matrix is symmetric (positive definite). Most of the computational effort required by this method is due to the computation of matrix inverses. Two alternatives for the inversion of a symmetric positive definite matrix on multi-core platforms are studied and evaluated, the traditional approach based on the Cholesky factorization and the Gauss-Jordan elimination algorithm. Implementations of both methods have been developed and tested. Numerical experiments show the efficiency attained by the proposed implementations on the target architecture. © 2011 Springer-Verlag.