Listar por autoría "ab9984f3-0249-4c6a-851f-31974aa6ae6e"
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A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function
Benner, Peter; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo Springer (2013)In this paper we introduce a variant of the Newton iteration for the matrix sign function that results in an efficient numerical solver for a certain class of algebraic Riccati equations (AREs). In particular, when the ... -
A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU–GPU platforms
Benner, Peter; Ezzatti, Pablo; Kressner, Daniel; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo Elsevier (2011)We describe a hybrid Lyapunov solver based on the matrix sign function, where the intensive parts of the computation are accelerated using a graphics processor (GPU) while executing the remaining operations on a general-purpose ... -
A Parallel Multi-threaded Solver for Symmetric Positive Definite Bordered-Band Linear Systems
Benner, Peter; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón, Alfredo Springer (2016-04)We present a multi-threaded solver for symmetric positive definite linear systems where the coefficient matrix of the problem features a bordered-band non-zero pattern. The algorithms that implement this approach heavily ... -
Accelerating BST Methods for Model Reduction with Graphics Processors
Benner, Peter; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo Springer Berlin Heidelberg (2012)Model order reduction of dynamical linear time-invariant system appears in many scientific and engineering applications. Numerically reliable SVD-based methods for this task require O(n3) floating-point arithmetic operations, ... -
Accelerating Model Reduction of Large Linear Systems with Graphics Processors
Benner, Peter; Ezzatti, Pablo; Kressner, Daniel; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo Springer Berlin Heidelberg (2012)Model order reduction of a dynamical linear time-invariant system appears in many applications from science and engineering. Numerically reliable SVD-based methods for this task require in general O(n3) floating-point ... -
Extending lyapack for the solution of band Lyapunov equations on hybrid CPU–GPU platforms
Benner, Peter; Remón Gómez, Alfredo; Dufrechou, Ernesto; Ezzatti, Pablo; Quintana-Orti, Enrique S. Springer Verlag (2015)The solution of large-scale Lyapunov equations is an important tool for the solution of several engineering problems arising in optimal control and model order reduction. In this work, we investigate the case when the ... -
Extending the Gauss-Huard method for the solution of Lyapunov matrix equations and matrix inversion
Benner, Peter; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón, Alfredo Wiley (2017-05-10)The solution of linear systems is a recurrent operation in scientific and engineering applications, traditionally addressed via the LU factorization. The Gauss-Huard (GH) algorithm has been introduced as an efficient ... -
Fast and Reliable Noise Estimation for Hyperspectral Subspace Identification
Benner, Peter; Novaković, Vedran; Plaza, Antonio; Quintana-Orti, Enrique S. Institute of Electrical and Electronics Engineers (IEEE) (2015-02)In this letter, we introduce an efficient algorithm to estimate the noise correlation matrix in the initial stage of the hyperspectral signal identification by minimum error (HySime) method, commonly used for signal subspace ... -
Matrix inversion on CPU–GPU platforms with applications in control theory
Benner, Peter; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo Wiley (2013-06-10)In this paper, we tackle the inversion of large-scale dense matrices via conventional matrix factorizations (LU, Cholesky, and LDLT) and the Gauss–Jordan method on hybrid platforms consisting of a multicore CPU and a ... -
Revisiting the Gauss-Huard Algorithm for the Solution of Linear Systems on Graphics Accelerators
Benner, Peter; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón, Alfredo Springer (2016-04-02)In 1979, P. Huard presented an efficient variant of the Gauss-Jordan elimination for the solution of linear systems. In particular, this alternative algorithm exhibits the same computational cost as the traditional LU-based ... -
Solving Matrix Equations on Multi-Core and Many-Core Architectures
Benner, Peter; Ezzatti, Pablo; Mena, Hermann; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo MDPI (2013-12)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 ... -
Unleashing GPU acceleration for symmetric band linear algebra kernels and model reduction
Benner, Peter; Dufrechou, Ernesto; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo © Springer International Publishing AG (2015-12)Linear algebra operations arise in a myriad of scientific and engineering applications and, therefore, their optimization is targeted by a significant number of high performance computing (HPC) research efforts. In particular, ...