Zimmermann, Ralf (2011) On Efficiently Updating Singular Value Decomposition Based Reduced Order Models. GAMM Workshop Applied and Numerical Linear Algebra with Special Emphasis on Model Reduction, 2011-09-22 - 2011-09-23, Bremen, Deutschland.
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Abstract
Efficiently updating an SVD-based data representation while keeping accurate track of the data mean when new observations are coming in is a common objective in many practical application scenarios. In this talk, two different SVD update algorithms capable of treating an arbitrary number of new observations are introduced following the symmetric EVD philosophy. These methods are compared to an SVD update method known from the literature. The comparison criterion of interest is the theoretical computational complexity, it being understood that the dimension of the observation vectors is much larger than the number of observations. From this point of view, a hierarchy of methods is derived, and the computational savings of the update strategies pursuing the symmetric EVD approach are demonstrated. It is exposed, how the compression level of the initial SVD model affects the performance of these algorithms and the break point where one method becomes more efficient than the other is determined. In addition, simple rules of thumb are derived for easing the choice of an algorithm valid in most practical scenarios.
Item URL in elib: | https://elib.dlr.de/72513/ | ||||||||
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Document Type: | Conference or Workshop Item (Speech) | ||||||||
Title: | On Efficiently Updating Singular Value Decomposition Based Reduced Order Models | ||||||||
Authors: |
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Date: | 23 September 2011 | ||||||||
Refereed publication: | No | ||||||||
Open Access: | Yes | ||||||||
Gold Open Access: | No | ||||||||
In SCOPUS: | No | ||||||||
In ISI Web of Science: | No | ||||||||
Status: | Published | ||||||||
Keywords: | Singular Value Decomposition, Proper Orthogonal Decomposition, reduced-order model, Eigenspace models, model updating | ||||||||
Event Title: | GAMM Workshop Applied and Numerical Linear Algebra with Special Emphasis on Model Reduction | ||||||||
Event Location: | Bremen, Deutschland | ||||||||
Event Type: | international Conference, Workshop | ||||||||
Event Start Date: | 22 September 2011 | ||||||||
Event End Date: | 23 September 2011 | ||||||||
Organizer: | GAMM Gesellschaft für angewandte Mathematik und Mechanik | ||||||||
HGF - Research field: | Aeronautics, Space and Transport | ||||||||
HGF - Program: | Aeronautics | ||||||||
HGF - Program Themes: | Aircraft Research (old) | ||||||||
DLR - Research area: | Aeronautics | ||||||||
DLR - Program: | L AR - Aircraft Research | ||||||||
DLR - Research theme (Project): | L - Simulation & Validation (old) | ||||||||
Location: | Braunschweig | ||||||||
Institutes and Institutions: | Institute of Aerodynamics and Flow Technology > CASE | ||||||||
Deposited By: | Zimmermann, Dr. Ralf | ||||||||
Deposited On: | 07 Dec 2011 15:50 | ||||||||
Last Modified: | 24 Apr 2024 19:38 |
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