Parallel solvers for discrete‐time algebric Riccati equations

DOI10.1002/cpe.552zbMath1008.65505OpenAlexW2026587511MaRDI QIDQ4790981

Gregorio Quintana-Ortí, Enrique S. Quintana-Ortí, Vicente G. Hernández, Rafael Mayo

Publication date: 4 February 2003

Published in: Concurrency and Computation: Practice and Experience (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpe.552

zbMATH Keywords

linear control systemsalgebraic Riccati equationsStein equationsparallel algorithms and architectures

Mathematics Subject Classification ID

Uses Software

• LAPACK
• ScaLAPACK
• PVM
• MPI

Cites Work

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• Implementation of some concurrent algorithms for matrix factorization
• The autonomous linear quadratic control problem. Theory and numerical solution
• Parallel algorithm for solving some spectral problems of linear algebra
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• An inverse free parallel spectral divide and conquer algorithm for nonsymmetric eigenproblems
• Solving algebraic Riccati equations on parallel computers using Newton's method with exact line search
• Chasing Algorithms for the Eigenvalue Problem
• Model reduction for robust control: A schur relative error method
• A numerical algorithm to solve<tex>A^{T}XA - X = Q</tex>
• ScaLAPACK Users' Guide
• The Spectral Decomposition of Nonsymmetric Matrices on Distributed Memory Parallel Computers
• A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations
• Parallelizing the QR Algorithm for the Unsymmetric Algebraic Eigenvalue Problem: Myths and Reality
• Matrix Equation $XA + BX = C$

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