Solving Large Sparse Lyapunov Equations on Parallel Computers (Research Note)

Authors:
José M. Badía;Peter Benner;Rafael Mayo;Enrique S. Quintana-Ortí
Affiliations:
-;-;-;-
Venue:
Euro-Par '02 Proceedings of the 8th International Euro-Par Conference on Parallel Processing
Year:
2002

Citing 4
Cited 0

Optimal control: linear quadratic methods

Optimal control: linear quadratic methods
Parallelizing the QR algorithm for the unsymmetric algebraic eigenvalue problem: myths and reality

SIAM Journal on Scientific Computing
A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations

SIAM Journal on Scientific Computing
Solution of the matrix equation AX + XB = C [F4]

Communications of the ACM

Quantified Score

Hi-index	0.00

Visualization

Abstract

This paper describes the parallelization of the low-rank ADI iteration for the solution of large-scale, sparse Lyapunov equations. The only relevant operations involved in the method are matrix-vector products and the solution of linear systems. Experimental results on a cluster, using the SuperLU library, show the performance of this approach.