Parallel Distributed Solvers for Large Stable Generalized Lyapunov Equations

Received (received date) Revised (revised date) Communicated by (Name of Editor) ABSTRACT In this paper we study the solution of stable generalized Lyapunov matrix equations with large-scale, dense coeecient matrices. Our iterative algorithms, based on the matrix sign function, only require scalable matrix algebra kernels which are highly ee-cient on parallel distributed architectures. This approach avoids therefore the diicult parallelization of direct methods based on the QZ algorithm. The experimental analysis reports a remarkable performance of our solvers on an ibm sp2 platform.