Abstract
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to \(\mathcal{O}(10^5)\). 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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Badía, J.M., Benner, P., Mayo, R., Quintana-Ortí, E.S. (2006). Parallel Solution of Large-Scale and Sparse Generalized Algebraic Riccati Equations. In: Nagel, W.E., Walter, W.V., Lehner, W. (eds) Euro-Par 2006 Parallel Processing. Euro-Par 2006. Lecture Notes in Computer Science, vol 4128. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11823285_74
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DOI: https://doi.org/10.1007/11823285_74
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