Abstract
In this paper, we describe new parallel cyclic wavefront algorithms for solving the semidefinite discrete-time Lyapunov equation for the Cholesky factor using Hammarling’s method by the message passing paradigm. These algorithms are based on previous cyclic and modified cyclic algorithms designed for the parallel solution of triangular linear systems. The experimental results obtained on an SGI Power Challenge show a high performance for large scale problems and better scalability than previous wavefront algorithms for solving these equations.
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© 1999 Springer-Verlag Berlin Heidelberg
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Claver, J.M., Hernández, V., Quintana-Ortí, E.S. (1999). Parallel Cyclic Wavefront Algorithms for Solving Semidefinite Lyapunov Equations⋆. In: Amestoy, P., et al. Euro-Par’99 Parallel Processing. Euro-Par 1999. Lecture Notes in Computer Science, vol 1685. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-48311-X_154
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DOI: https://doi.org/10.1007/3-540-48311-X_154
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