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Table 1 DRK-SLS
Algorithm
DRK-SLS Algorithm:(input:I
q
;
A
q
;
B
q
;
C
q
;
D
q
;
S
q
;
output:V
r
q
;
Z
r
q
Þ
Switch q
1/*Choose the Initial Interpolation points*/
s
i
q
for i
q
¼
1tor
q
2/*Construction of the matrices V
q
and Z
q
by the dual rational-
Krylov based method*/
for k
q
=1tor
q
if k
q
:=1
v0
q
¼
ðð
A
q
s
q
I
q
Þ
1
B
q
v0
q
¼ v0
q
=
norm
ð
v0
q
;
0
fro
0
Þ
V
q
ð:;
Þ
¼
v0
q
z0
q
¼
ðð
1
I
q
Þ
T
A
q
s
q
C
q
z0
q
;
0
fro
0
Þ
z0
q
¼
z0
q
=
norm
ð
Z
q
ð:;
1
Þ
¼
z0
q
else
v
q
ð:;
k
Þ
¼
ðð
A
q
s
q
I
q
Þ
1
B
q
v
q
ð:;
k
Þ
¼
v
q
ð:;
k
Þ
V
q
ð:;
k
1
Þ
V
q
ð:;
k
1
Þ
T
v
q
ð:;
k
Þ
V
q
ð:;
k
Þ
¼v
q
ð:;
k
Þ=
norm
ð
v
q
ð:;
k
Þ;
0
fro
0
Þ
z
q
ð:;
k
Þ
¼
ðð
A
q
s
q
I
q
Þ
T
C
q
T
z
q
ð:;
k
Þ
¼
z
q
ð:;
k
Þ
Z
q
ð:;
k
1
Þ
Z
q
ð:;
k
1
Þ
z
q
ð:;
k
Þ
Z
q
ð:;
k
Þ
¼
z
q
ð:;
k
Þ=
norm
ð
z
q
ð:;
k
Þ;
0
fro
0
Þ
End if
End for
End Switch
Step 2: Compute the V
r
q
and Z
r
q
bases with Rational Krylov subspaces, such as
the condition of biorthogonalithy is satis
ed :
V
r
q
Þ
1
Z
r
q
Þ
Z
r
q
ðð
V
r
q
¼
I
r
q
:
ð
20
Þ
The parameters of the reduced system can be obtained by the congruence
transformation:
A
r
q
¼
Z1A
q
V
q
;
B
r
q
¼
Z1B
q
;
C
r
q
¼
C
q
V
q
;
D
r
q
¼
D
q
Z
q
V
q
Þ
ð
1
Þ
Z
q
Þ:
where
;
Z1
¼
ðð
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