Parallel solution of Riccati matrix equations with the matrix sign function
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.
scientific article; zbMATH DE number 1192915
scientific article