Parallel algorithms for the cholesky factor of generalized lyapunov equations

摘要

In this work the solution of generalized Lyapunov equations using an extension of Hammarling's method is described. Lyapunov equations are used in multiple applications, e.g. model reduction in linear control problems. The sequential algorithms have been implemented making use of standard linear algebra libraries BLAS and LAPACK, and they include block versions. In the parallel algorithms, libraries PBLAS and ScaLAPACK have been used. Experimental results show good performances. A cluster of PC's connected via Fast Ethernet under Linux operating system has been used to obtain the experimental results. Copyright direct C 1998 IFAC