Solving Stable Stein Equations on Distributed Memory Computers

  • Authors:
  • Peter Benner;Enrique S. Quintana-Ortí;Gregorio Quintana-Ortí

  • Affiliations:
  • -;-;-

  • Venue:
  • Euro-Par '99 Proceedings of the 5th International Euro-Par Conference on Parallel Processing
  • Year:
  • 1999

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Abstract

We investigate the parallel performance of numerical algorithms for solving stable Stein equations arising in discrete-time control problems. Our methods are based on the Smith iteration and the matrix sign function. We report experimental results of these algorithms on a cluster of Intel processors.