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A Parallel Schur Method for Solving Continuous-Time Algebraic Riccati Equations
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, HPC2N (High Performance Computing Centre North).
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, HPC2N (High Performance Computing Centre North).
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, HPC2N (High Performance Computing Centre North).
2008 (English)In: Conference Name: 2008 IEEE Conference on Computer-Aided Control System Design (CACSD) Conference Location: San Antonio, TX, 2008, 51-56 p.Conference paper, Published paper (Refereed)
Abstract [en]

Numerical algorithms for solving the continuous-time algebraic Riccati matrix equation on a distributed memory parallel computer are considered. In particular, it is shown that the Schur method, based on computing the stable invariant subspace of a Hamiltonian matrix, can be parallelized in an efficient and scalable way. Our implementation employs the state-of-the-art library ScaLAPACK as well as recently developed parallel methods for reordering the eigenvalues in a real Schur form. Some experimental results are presented, confirming the scalability of our implementation and comparing it with an existing implementation of the matrix sign iteration from the PLiCOC library.

Place, publisher, year, edition, pages
2008. 51-56 p.
Identifiers
URN: urn:nbn:se:umu:diva-23268OAI: oai:DiVA.org:umu-23268DiVA: diva2:222523
Available from: 2009-06-09 Created: 2009-06-09 Last updated: 2009-09-17

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Granat, RobertKågström, Bo

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