A Jacobi-type systolic algorithm for Riccati and Lyapunov equations

DOI10.1006/JPDC.1994.1089MaRDI QIDQ1344537zbMATH OpenOpenAlexFDO

Authors M. Moonen, Joos Vandewalle

Publication date 13 February 1995

Published in Journal of Parallel and Distributed Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/de5151369b59da8e56fcaadea3111153118e2bcf

zbMATH Keywords

algebraic Lyapunov equationalgebraic Riccati equationalgorithmJacobi transformationsLU factorizationrecursive matrix sign algorithmsystolic array

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Parallel numerical computation (65Y05) Synthesis problems (93B50)

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.

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(2)

• A systolic algorithm for Riccati and Lyapunov equations
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