Parallel solution of Riccati matrix equations with the matrix sign function (Q1129674)
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scientific article; zbMATH DE number 1192915
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel solution of Riccati matrix equations with the matrix sign function |
scientific article; zbMATH DE number 1192915 |
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Parallel solution of Riccati matrix equations with the matrix sign function (English)
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5 January 1999
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Several parallel implementations of the matrix sign function, applied to the continuous-time algebraic Riccati equation, are presented. On shared memory multiprocessors reliable, portable and efficient subroutines are guaranteed based on LAPACK and BLAS-3 kernels. On distributed memory multiprocessors, the use of column block wrap distributions, LAPACK, and BLAS-3 also improves the efficiency of the algorithm.
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Riccati matrix equations
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optimal control
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parallel algorithms
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matrix sign function
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