Abstract
The Iterative Rational Krylov Algorithm (IRKA) of [8] is an interpolatory model reduction approach to the optimal approximation problem. Even though the method has been illustrated to show rapid convergence in various examples, a proof of convergence has not been provided yet. In this note, we show that in the case of state-space symmetric systems, IRKA is a locally convergent fixed point iteration to a local minimum of the underlying approximation problem.
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