Efficient model reduction of interconnects via double gramians approximation

The gramian approximation methods have been proposed recently to overcome the high computing costs of classical balanced truncation based reduction methods. But those methods typically gain efficiency by projecting the original system only onto one dominant subspace of the approximate system gramian (for instance using only controllability gramian). This single gramian reduction method can lead to large errors as the subspaces of controllability and observability can be quite different for general interconnects with unsymmetric system matrices. In this paper, we propose a fast balanced truncation method where the system is balanced in terms of two approximate gramians as achieved in the classical balanced truncation method. The novelty of the new method is that we can keep the similar computing costs of the single gramian method. The proposed algorithm is based on a generalized SVD-based balancing scheme such that the dominant subspace of the approximate gramian product can be obtained in a very efficient way without explicitly forming the gramians. Experimental results on a number of published benchmarks show that the proposed method is much more accurate than the single gramian method with similar computing costs.