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

页码：710 / 719

页数：10

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