A Jacobi-type systolic algorithm for Riccati and Lyapunov equations
type: Item
instance of: scholarly article
title: A Jacobi-type systolic algorithm for Riccati and Lyapunov equations
zbMATH Open document ID: 0828.65043
author: M. Moonen
author: Joos Vandewalle
published in: Journal of Parallel and Distributed Computing
publication date: 1995-02-13T00:00:00Z
review text: The paper presents an algorithm aimed at numerically solving algebraic Riccati and Lyapunov equations which is based on a modification of the LU factorization approach proposed by \textit{J.-P. Charlier} and \textit{P. Van Dooren} [Math. Control Signals Syst. 2, No. 2, 109-136 (1989; Zbl 0675.65032)] for the recursive matrix sign algorithm. The modification makes use of Jacobi transformations for the inversions in the recursions. The operational count shows that the proposed modification requires on a systolic array \({8 \over 3}\) the computation time required by the LU factorization approach, but involving eight times less processors.
reviewed by: Juan Pedro Milaszewicz
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 65Y05
Mathematics Subject Classification ID: 15A24
Mathematics Subject Classification ID: 93B50
zbMATH DE Number: 722143
zbMATH Keywords: algebraic Riccati equation
zbMATH Keywords: algebraic Lyapunov equation
zbMATH Keywords: algorithm
zbMATH Keywords: LU factorization
zbMATH Keywords: recursive matrix sign algorithm
zbMATH Keywords: Jacobi transformations
zbMATH Keywords: systolic array
MaRDI profile type: Publication
OpenAlex ID: W2020336319
DOI: 10.1006/JPDC.1994.1089
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description: scientific article; zbMATH DE number 722143