Solving Discrete-Time Periodic Riccati Equations on a Cluster (Research Note)

  • Authors:

  • Peter Benner;Rafael Mayo;Enrique S. Quintana-Ortí;Vicente Hernández

  • Affiliations:

  • -;-;-;-

  • Venue:
  • Euro-Par '00 Proceedings from the 6th International Euro-Par Conference on Parallel Processing
  • Year:
  • 2000

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Abstract

This paper analyzes the performance of a parallel solver for discrete-time periodic Riccati equations based on a sequence of orthogonal reordering transformations of the monodromy matrices associated with the equations. A coarse-grain parallel algorithm is investigated on a Myrinet cluster.