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Parallel ScaLAPACK-Style Algorithms for Solving Continuous-Time Sylvester Matrix 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).
2003 (English)In: Euro-Par 2003 Parallel Processing: Conference Name: 9th International Euro-Par Conference Conference Location: Klagenfurt, Austria, Springer , 2003, 800-809 p.Conference paper, Published paper (Refereed)
Abstract [en]

An implementation of a parallel ScaLAPACK-style solver for the general Sylvester equation, op(A)X - Xop(B) = C, where op(A) denotes A or its transpose AT, is presented. The parallel algorithm is based on explicit blocking of the Bartels-Stewart method. An initial transformation of the coefficient matrices A and B to Schur form leads to a reduced triangular matrix equation. We use different matrix traversing strategies to handle the transposes in the problem to solve, leading to different new parallel wave-front algorithms. We also present a strategy to handle the problem when 2 x 2 diagonal blocks of the matrices in Schur form, corresponding to complex conjugate pairs of eigenvalues, are split between several blocks in the block partitioned matrices. Finally, the solution of the reduced matrix equation is transformed back to the originally coordinate system. The implementation acts in a ScaLAPACK environment using 2-dimensional block cyclic mapping of the matrices onto a rectangular grid of processes. Real performance results are presented which verify that our parallel algorithms are reliable and scalable.

Place, publisher, year, edition, pages
Springer , 2003. 800-809 p.
Series
Lecture Notes in Computer Science, LNCS 2790
Identifiers
URN: urn:nbn:se:umu:diva-23269OAI: oai:DiVA.org:umu-23269DiVA: diva2:222524
Available from: 2009-06-09 Created: 2009-06-09 Last updated: 2009-09-17

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