Abstract

Abstract We propose an efficient implementation of the Balanced Trun-cation (BT) method for model order reduction when the state-space ma-trix is symmetric (positive definite). Most of the computational effort re-quired 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 pro-posed implementations on the target architecture.