Parallel solution of large-scale and sparse generalized algebraic Riccati equations

被引：0
|
作者：
Badia, Jose M. [1 ]
Benner, Peter
Mayo, Rafael
Quintana-Orti, Enrique S.
机构：
[1] Univ Jaume 1, Dept Ingn & Ciencia Comp, Castellon de La Plana 12071, Spain
[2] Tech Univ Chemnitz, Fak Math, D-09107 Chemnitz, Germany
来源：
EURO-PAR 2006 PARALLEL PROCESSING | 2006年 / 4128卷
关键词：
generalized algebraic Riccati equation; Newton's method; generalized Lyapunov equation; LR-ADI iteration; parallel algorithms;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(10(5)). We survey the numerical algorithms underlying the implementation of the method, in particular, a Newton-type iterative solver for the generalized Riccati equation and an LR-ADI solver for the generalized Lyapunov equation. Experimental results on a cluster of Intel Xeon processors illustrate the benefits of our approach.
引用
收藏
页码：710 / 719
页数：10
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