Extending the Gauss-Huard method for the solution of Lyapunov matrix equations and matrix inversion
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Otros documentos de la autoría: Benner, Peter; Ezzatti, Pablo; Quintana-Orti, Enrique S.; Remón, Alfredo
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https://doi.org/10.1002/cpe.4076 |
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Título
Extending the Gauss-Huard method for the solution of Lyapunov matrix equations and matrix inversionFecha de publicación
2017-05-10Editor
WileyISSN
1532-0626; 1532-0634Cita bibliográfica
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.Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
http://onlinelibrary.wiley.com/doi/10.1002/cpe.4076/fullPalabras clave / Materias
Resumen
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. [-]
Publicado en
Concurrency and Computation: Practice and Experience, 2017, vol. 29, no 9.Proyecto de investigación
EHFARS project - German Ministry of Education and Research BMBF; Project CICYT / TIN2014-53495-R; FEDER of MINECODerechos de acceso
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