JSIAM Letters
Online ISSN : 1883-0617
Print ISSN : 1883-0609
ISSN-L : 1883-0617
Random projection preserves stability with high probability
Hiroki Sakamoto Kazuhiro Sato
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2023 Volume 15 Pages 17-20

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Abstract

In a projection-based model reduction, a Galerkin-type projection is frequently used to generate a reduced matrix. However, the stability may not be preserved and the computational effort for generating the projection is not negligible. In this study, we use random projections to reduce an original large-scale matrix. We show that the stability of the reduced matrix is guaranteed with high probability and that the matrix can be obtained efficiently.

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© 2023, The Japan Society for Industrial and Applied Mathematics
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