Parallel ScaLAPACK-style algorithms for solving continuous-time sylvester matrix equations

Abstract

An implementation of a parallel ScaLAPACK-style solver for the general Sylvester equation, op(A)X-Xop(B) = C, where op(A) denotes A or its transpose AT, is presented. The parallel algorithm is based on explicit blocking of the Bartels-Stewart method. An initial transformation of the coefficient matrices A and B to Schur form leads to a reduced triangular matrix equation. We use different matrix traversing strategies to handle the transposes in the problem to solve, leading to different new parallel wave-front algorithms. We also present a strategy to handle the problem when 2 × 2 diagonal blocks of the matrices in Schur form, corresponding to complex conjugate pairs of eigenvalues, are split between several blocks in the block partitioned matrices. Finally, the solution of the reduced matrix equation is transformed back to the originally coordinate system. The implementation acts in a ScaLAPACK environment using 2-dimensional block cyclic mapping of the matrices onto a rectangular grid of processes. Real performance results are presented which verify that our parallel algorithms are reliable and scalable. © Springer-Verlag 2003.