Regular paper: Parallel solution of Riccati matrix equations with the matrix sign function

  • Authors:
  • Enrique S. Quintana-Orti;Vicente Hernandez

  • Affiliations:
  • Dept. de Informática, Univ. Jaime I. Campus de Peñeta Roja, 12071-Castellón, Spain;Dept. de Sistemas Informáticos y Computatación, Univ. Politécnica de Valencia, Camino de Versa s/n, 46071-Valencia, Spain

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1998

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Abstract

In this paper we present several parallel implementations of the matrix sign function applied to the continuoustime algebraic Riccati equation. On shared memory multi-processors, the use of LAPACK and BLAS-3 kernels allows the generation of reliable, portable and efficient subroutines. On distributed memory multiprocessors, the use of column block wrap distributions, LAPACK, and BLAS-3 also enhances the efficiency of the algorithms.