We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to (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. © Springer-Verlag Berlin Heidelberg 2006.
CITATION STYLE
Badía, J. M., Benner, P., Mayo, R., & Quintana-Ortí, E. S. (2006). Parallel solution of large-scale and sparse generalized algebraic riccati equations. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 4128 LNCS, pp. 710–719). Springer Verlag. https://doi.org/10.1007/11823285_74
Mendeley helps you to discover research relevant for your work.