Solving Stable Stein Equations on Distributed Memory Computers⋆

Abstract

We investigate the parallel performance of numerical algorithms for solving stable Stein equations arising in discrete-time control problems. Our methods are based on the Smith iteration and the matrix sign function. We report experimental results of these algorithms on a cluster of Intel processors.KeywordsExecution TimeLyapunov EquationIntel ProcessorStein EquationSubroutine LibraryThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.