A parallel Schur method for solving continuous-time algebraic Riccati equations

Numerical algorithms for solving the continuous-time algebraic Riccati matrix equation on a distributed memory parallel computer are considered. In particular, it is shown that the Schur method, based on computing the stable invariant subspace of a Hamiltonian matrix, can be parallelized in an efficient and scalable way. Our implementation employs the state-of-the-art library ScaLAPACK as well as recently developed parallel methods for reordering the eigenvalues in a real Schur form. Some experimental results are presented, confirming the scalability of our implementation and comparing it with an existing implementation of the matrix sign iteration from the PLiCOC library.


Published in:
2008 Ieee International Symposium On Computer-Aided Control System Design, 51-56
Presented at:
IEEE Conference on Computer-Aided Control System Design, San Antonio, TX, Sep 03-05, 2008
Year:
2008
Publisher:
Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa
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 Record created 2011-05-05, last modified 2018-03-17

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