Efficient model order reduction of large-scale systems on multi-core platforms

We propose an efficient implementation of the Balanced Truncation (BT) method for model order reduction when the state-space matrix is symmetric (positive definite). Most of the computational effort required by this method is due to the computation of matrix inverses. Two alternatives for the inversion of a symmetric positive definite matrix on multi-core platforms are studied and evaluated, the traditional approach based on the Cholesky factorization and the Gauss-Jordan elimination algorithm. Implementations of both methods have been developed and tested. Numerical experiments show the efficiency attained by the proposed implementations on the target architecture.Supported by the CICYT project TIN2008-06570-C0