Sequential and parallel algebraic Riccati equations solutions via ESST on the Schur method

Author

Bottura, Celso P. ; Tamariz, Annabell D R ; Barreto, Gilniar ; Neto, J. V da Fonseca

Author_Institution

LCSI/DMSCI/FEEC, Univ. Estadual de Campinas, Sao Paulo, Brazil

Volume

3

fYear

1999

fDate

1999

Firstpage

2739

Abstract

A method for solving the discrete/continuous algebraic Riccati equation in sequential and parallel and distributed forms, that modifies and proposes a parallelization for the Schur method of Laub (1979) is presented. To transform the symplectic/Hamiltonian matrix in a simple form, elementary stabilized similarity transformations (ESSTs) are utilized. A sequential implementation of the proposed algorithm for dense matrices is made and a parallel implementation on a distributed memory system with an asynchronous parallelization strategy over a workstations network is proposed

Keywords

Riccati equations; distributed memory systems; matrix algebra; parallel algorithms; workstation clusters; Schur method; asynchronous parallelization strategy; continuous algebraic Riccati equation; dense matrices; discrete algebraic Riccati equation; distributed memory system; elementary stabilized similarity transformations; parallel algebraic Riccati equations; sequential algebraic Riccati equations; symplectic/Hamiltonian matrix; workstations network; Differential equations; Discrete transforms; Eigenvalues and eigenfunctions; Libraries; Message passing; Niobium; Parallel programming; Riccati equations; Stress; Workstations;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1999. Proceedings of the 38th IEEE Conference on

Conference_Location

Phoenix, AZ

ISSN

0191-2216

Print_ISBN

0-7803-5250-5

Type

conf

DOI

10.1109/CDC.1999.831344

Filename

831344