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EUROPAR
2006
Springer

Parallel Solution of Large-Scale and Sparse Generalized Algebraic Riccati Equations

13 years 7 months ago
Parallel Solution of Large-Scale and Sparse Generalized Algebraic Riccati Equations
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(105 ). 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. Key words: generalized algebraic Riccati equation, Newton's method, generalized Lyapunov equation, LR-ADI iteration, parallel algorithms.
José M. Badía, Peter Benner, Rafael
Added 22 Aug 2010
Updated 22 Aug 2010
Type Conference
Year 2006
Where EUROPAR
Authors José M. Badía, Peter Benner, Rafael Mayo, Enrique S. Quintana-Ortí
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