Extending the Gauss-Huard method for the solution of Lyapunov matrix equations and matrix inversion
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https://doi.org/10.1002/cpe.4076 |
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Title
Extending the Gauss-Huard method for the solution of Lyapunov matrix equations and matrix inversionDate
2017-05-10Publisher
WileyISSN
1532-0626; 1532-0634Bibliographic citation
BENNER, Peter, et al. Extending the Gauss–Huard method for the solution of Lyapunov matrix equations and matrix inversion. Concurrency and Computation: Practice and Experience, 2017, vol. 29, no 9.Type
info:eu-repo/semantics/articlePublisher version
http://onlinelibrary.wiley.com/doi/10.1002/cpe.4076/fullSubject
Abstract
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 ... [+]
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 alternative in modern platforms equipped with accelerators, although this approach presented some functional constraints. In particular, it was not possible to reuse part of the computations in the solution of delayed linear systems or in the inversion of the matrix. Here, we adapt GHto overcome these two deficiencies of GH, yielding new algorithms that exhibit the same computational cost as their corresponding counterparts based on the LU factorization of the matrix. We evaluate the novel GH extensions on the solution of Lyapunov matrix equations via the LRCF-ADI method, validating our approach via experiments with three benchmarks from model order reduction. [-]
Is part of
Concurrency and Computation: Practice and Experience, 2017, vol. 29, no 9.Investigation project
EHFARS project - German Ministry of Education and Research BMBF; Project CICYT / TIN2014-53495-R; FEDER of MINECORights
Copyright © John Wiley & Sons, Ltd.
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