Research Article

Parallel solvers for discrete-time algebric Riccati equations

  1. Rafael Mayo1,
  2. Enrique S. Quintana-Ortí1,*,
  3. Gregorio Quintana-Ortí1,
  4. Vicente Hernández2

Article first published online: 27 FEB 2001

DOI: 10.1002/cpe.552

Issue

Concurrency and Computation: Practice and Experience

Concurrency and Computation: Practice and Experience

Volume 13, Issue 2, pages 153–162, February 2001

Additional Information

How to Cite

Mayo, R., Quintana-Ortí, E. S., Quintana-Ortí, G. and Hernández, V. (2001), Parallel solvers for discrete-time algebric Riccati equations. Concurrency and Computation: Practice and Experience, 13: 153–162. doi: 10.1002/cpe.552

Author Information

  1. 1

    Depto. de Informática, Universidad Jaume I, 12080–Castellón, Spain

  2. 2

    Depto. de Sistemas Informáticos y Computación, Universidad Politécnica de Valencia, 46071–Valencia, Spain

*Depto. de Informática, Universidad Jaume I, 12080–Castellón, Spain

Publication History

  1. Issue published online: 27 FEB 2001
  2. Article first published online: 27 FEB 2001
  3. Manuscript Revised: 16 JUL 2000
  4. Manuscript Received: 14 APR 2000

Funded by

  • Consellería de Cultura, Educación y Ciencia de la Generalidad Valenciana. Grant Number: GV99-59-1-14
  • Fundació Caixa-Castelló Bancaixa

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Keywords:

  • algebraic Riccati equations;
  • Stein equations;
  • linear control systems;
  • parallel algorithms and architectures

Abstract

We investigate the numerical solution of discrete-time algebraic Riccati equations on a parallel distributed architecture. Our solvers obtain an initial solution of the Riccati equation via the disc function method, and then refine this solution using Newton's method. The Smith iteration is employed to solve the Stein equation that arises at each step of Newton's method. The numerical experiments on an Intel Pentium-II cluster, connected via a Myrinet switch, report the performance and scalability of the new algorithms. Copyright © 2001 John Wiley & Sons, Ltd.

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