Title
Solving Matrix Equations On Multi-Core And Many-Core Architectures
Abstract
We address the numerical solution of Lyapunov, algebraic and differential Riccati equations, via the matrix sign function, on platforms equipped with general-purpose multicore processors and, optionally, one or more graphics processing units (GPUs). In particular, we review the solvers for these equations, as well as the underlying methods, analyze their concurrency and scalability and provide details on their parallel implementation. Our experimental results show that this class of hardware provides sufficient computational power to tackle large-scale problems, which only a few years ago would have required a cluster of computers.
Year
DOI
Venue
2013
10.3390/a6040857
ALGORITHMS
Keywords
Field
DocType
control theory, Lyapunov and Riccati equations, high performance, multicore processors, GPUs
Graphics,Differential riccati equations,Lyapunov function,Mathematical optimization,Algebraic number,Concurrency,Computer science,Matrix (mathematics),Parallel computing,Multi-core processor,Scalability
Journal
Volume
Issue
Citations 
6
4
2
PageRank 
References 
Authors
0.41
11
5
Name
Order
Citations
PageRank
Peter Benner1825114.06
Pablo Ezzatti212428.24
Hermann Mena383.70
Enrique S. Quintana-Ortí41317150.59
Alfredo Remón59515.95