Extended Hamiltonian Hessenberg Matrices arise in Projection based Model Order Reduction.

We show that extended Hamiltonian Hessenberg matrices arise naturally in projection-based model order reduction. Therefore we reduce a large dynamical system by projecting it on an extended Krylov subspace. The eigenvalues of the reduced order model can then be computed directly by applying the extended Hamiltonian QR algorithm. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) [ABSTRACT FROM AUTHOR]