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- Title
Random projection preserves stability with high probability.
- Authors
Hiroki Sakamoto; Kazuhiro Sato
- 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.
- Subjects
RANDOM projection method; PROBABILITY theory; STABILITY theory; GALERKIN methods; MATRICES (Mathematics)
- Publication
JSIAM Letters (Online), 2023, Vol 15, p17
- ISSN
1883-0617
- Publication type
Article
- DOI
10.14495/jsiaml.15.17