@misc{Benner_Peter_Efficient, author={Benner, Peter and Quintana-Ortí, Enrique S. and Quintana-Ortí, Gregorio}, howpublished={online}, publisher={Zielona Góra: Uniwersytet Zielonogórski}, language={eng}, abstract={We propose an efficient numerical algorithm for relative error model reduction based on balanced stochastic truncation. The method uses full-rank factors of the Gramians to be balanced versus each other and exploits the fact that for large-scale systems these Gramians are often of low numerical rank. We use the easy-to-parallelize sign function method as the major computational tool in determining these full-rank factors and demonstrate the numerical performance of the suggested implementation of balanced stochastic truncation model reduction.}, type={artykuł}, title={Efficient numerical algorithms for balanced stochastic truncation}, keywords={model reduction, stochastic realization, balanced truncation, sign function method, Newton's method}, }