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Algorithms 2013, 6(4), 857-870; doi:10.3390/a6040857
Article

Solving Matrix Equations on Multi-Core and Many-Core Architectures

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Received: 27 September 2013; in revised form: 12 November 2013 / Accepted: 18 November 2013 / Published: 25 November 2013
(This article belongs to the Special Issue Algorithms for Multi Core Parallel Computation)
Download PDF [226 KB, uploaded 25 November 2013]
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.
Keywords: control theory; Lyapunov and Riccati equations; high performance; multicore processors; GPUs control theory; Lyapunov and Riccati equations; high performance; multicore processors; GPUs
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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MDPI and ACS Style

Benner, P.; Ezzatti, P.; Mena, H.; Quintana-Ortí, E.S.; Remón, A. Solving Matrix Equations on Multi-Core and Many-Core Architectures. Algorithms 2013, 6, 857-870.

AMA Style

Benner P, Ezzatti P, Mena H, Quintana-Ortí ES, Remón A. Solving Matrix Equations on Multi-Core and Many-Core Architectures. Algorithms. 2013; 6(4):857-870.

Chicago/Turabian Style

Benner, Peter; Ezzatti, Pablo; Mena, Hermann; Quintana-Ortí, Enrique S.; Remón, Alfredo. 2013. "Solving Matrix Equations on Multi-Core and Many-Core Architectures." Algorithms 6, no. 4: 857-870.

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