Two‐sided Grassmann manifold algorithm for optimal model reduction

We consider an optimal model reduction problem for large‐scale dynamical systems. The problem is formulated as a minimization problem over Grassmann manifold with two variables. This formulation allows us to develop a two‐sided Grassmann manifold algorithm, which is numerically efficient and suitable for the reduction of large‐scale systems. The resulting reduced system preserves the stability of the original system. Numerical examples are presented to show that the proposed algorithm is computationally efficient and robust with respect to the selection of initial projection matrices. Copyright © 2015 John Wiley & Sons, Ltd.