Parallel Cyclic Wavefront Algorithms for Solving Semidefinite Lyapunov Equations

Authors:
José M. Claver;Vicente Hernández;Enrique S. Quintana-Ortí
Affiliations:
-;-;-
Venue:
Euro-Par '99 Proceedings of the 5th International Euro-Par Conference on Parallel Processing
Year:
1999

Citing 6
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Block variants of Hammarling's method for solving Lyapunov equations

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Abstract

In this paper, we describe new parallel cyclic wavefront algorithms for solving the semidefinite discrete-time Lyapunov equation for the Cholesky factor using Hammarling's method by the message passing paradigm. These algorithms are based on previous cyclic and modified cyclic algorithms designed for the parallel solution of triangular linear systems. The experimental results obtained on an SGI Power Challenge show a high performance for large scale problems and better scalability than previous wavefront algorithms for solving these equations.