Parallel Solution of Large-Scale and Sparse Generalized Algebraic Riccati Equations
نویسندگان
چکیده
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(10). We survey the numerical algorithms underlying the implementation of the method, in particular, a Newton-type iterative solver for the generalized Riccati equation and an LR-ADI solver for the generalized Lyapunov equation. Experimental results on a cluster of Intel Xeon processors illustrate the benefits of our approach.
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