Solving matrix equations on multi-core and many-core architectures

DOI10.3390/a6040857zbMath1461.65061OpenAlexW2043229868WikidataQ115224033 ScholiaQ115224033MaRDI QIDQ1736597

Alfredo Remón, Pablo Ezzatti, Peter Benner, Hermann Mena, Enrique S. Quintana-Ortí

Publication date: 26 March 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a6040857

zbMATH Keywords

control theoryhigh performanceGPUsmulticore processorsLyapunov and Riccati equations

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical algorithms for specific classes of architectures (65Y10) Numerical methods for matrix equations (65F45)

Related Items (5)

The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach ⋮ The Stochastic LQR Optimal Control with Fractional Brownian Motion ⋮ Fourier-splitting method for solving hyperbolic LQR problems ⋮ A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces ⋮ GPU acceleration of splitting schemes applied to differential matrix equations

Uses Software

• FLAME

Cites Work

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• A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
• Matrix Riccati equations in control and systems theory
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• Solving linear-quadratic optimal control problems on parallel computers
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Parallel algorithms for model reduction of discrete-time systems
• Rosenbrock Methods for Solving Riccati Differential Equations
• FLAME

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