Abstract

In this paper parallel algorithms for solving the continuous-time algebraic Riccati equation both on shared memory multiprocessors and distributed memory multiprocessors are presented. The algorithms are based on the matrix Sign function of the Hamiltonian matrix associated with the equation. In the case of shared memory multiprocessors, the use of LAPACK and BLAS-3 subroutines allows the generation of reliable, portable and efficient subroutines for solving the algebraic Riccati equation. In the case of distributed memory multiprocessors, the distribution of the data wrapped by blocks of columns among the processors and the use of LAPACK and BLAS-3 subroutines improves the efficiency of the algorithms as reported in the experimental results.

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