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  • SOLVING DISCRETE-TIME LYAPUNOV EQUATIONS FOR THE CHOLESKY FACTOR ON A SHARED MEMORY MULTIPROCESSOR
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  • https://doi.org/10.1142/s0129626496000352Copy DOI Icon

SOLVING DISCRETE-TIME LYAPUNOV EQUATIONS FOR THE CHOLESKY FACTOR ON A SHARED MEMORY MULTIPROCESSOR

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Abstract

In this paper we study the parallel solution of the discrete-time Lyapunov equation. Two parallel fine and medium grain algorithms for solving dense and large order equations [Formula: see text] on a shared memory multiprocessor are presented. They are based on Hammarling’s method and directly obtain the Cholesky factor of the solution. The parallel algorithms work following an antidiagonal wavefront. In order to improve the performance, column-block-oriented and wrap-around algorithms are used. Finally, combined fine and medium grain parallel algorithms are presented.

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