Solving Matrix Equations on Multi-Core and Many-Core Architectures
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Other documents of the author: Benner, Peter; Ezzatti, Pablo; Mena, Hermann; Quintana-Orti, Enrique S.; Remón Gómez, Alfredo
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comunitat-uji-handle2:10234/7036
comunitat-uji-handle3:10234/8620
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Title
Solving Matrix Equations on Multi-Core and Many-Core ArchitecturesAuthor (s)
Date
2013-12Publisher
MDPIBibliographic citation
Algorithms, v. 6, issue 4 (December 2013), p. 857-870Type
info:eu-repo/semantics/articlePublisher version
http://www.mdpi.com/1999-4893/6/4/857Subject
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 ... [+]
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. [-]
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