We present new Fortran 77 subroutines which implement the Schur method and the matrix sign function method for the solution of the continuous­time matrix algebraic Riccati equation on the basis of LAPACK subroutines. In order to avoid some of the well­known difficulties with these methods due to a loss of accuracy, we combine the implementations with block scalings as well as condition estimates and forward error estimates. Results of numerical experiments comparing the performance of both methods for more than one hundred well­ and ill­conditioned Riccati equations of order up to 150 are given. It is demonstrated that there exist several classes of examples for which the matrix sign function approach performs more reliably and more accurately than the Schur method. In all cases the forward error estimates allow to obtain a reliable bound on the accuracy of the computed solution.

We present new Fortran 77 subroutines which implement the Schur method and the matrix sign function method for the solution of the continuous­time matrix algebraic Riccati equation on the basis of LAPACK subroutines. In order to avoid some of the well­known difficulties with these methods due to a loss of accuracy, we combine the implementations with block scalings as well as condition estimates and forward error estimates. Results of numerical experiments comparing the performance of both methods for more than one hundred well­ and ill­conditioned Riccati equations of order up to 150 are given. It is demonstrated that there exist several classes of examples for which the matrix sign function approach performs more reliably and more accurately than the Schur method. In all cases the forward error estimates allow to obtain a reliable bound on the accuracy of the computed solution.

Les calculs de réactivité constituent une brique fondamentale dans la simulation des coeurs des réacteurs nucléaires. Ceux-ci conduisent à la résolution de problèmes aux valeurs propres généralisées résolus par l'algorithme de la puissance inverse. A chaque itération, on est amené à résoudre un système linéaire de manière approchée via un algorithme d'itérations imbriquées. Il est difficile de traiter les modélisations très fines avec le solveur développé à EDF, au sein de la plate-forme Cocagne, en raison de la consommation mémoire et du temps de calcul. Au cours de cette thèse, on étudie une méthode de décomposition de domaine de type Schur dual. Plusieurs placements de l'algorithme de décomposition de domaine au sein du système d'itérations imbriquées sont envisageables. Deux d'entre eux ont été implémentés et les résultats analysés. Le deuxième placement, utilisant les spécificités des éléments finis de Raviart-Thomas et de l'algorithme des directions alternées, conduit à des résultats très encourageants. Ces résultats permettent d'envisager l'industrialisation de la méthodologie associée. / The reactivity computations are an essential component for the simulation of the core of a nuclear plant. These computations lead to generalized eigenvalue problems solved by the inverse power iteration algorithm. At each iteration, an algebraic linear system is solved through an inner/outer process. With the solver Cocagne developed at EDF, it is difficult to take into account very fine discretisation, due to the memory requirement and the computation time. In this thesis, a domain decomposition method based on the Schur dual technique is studied. Several placement in the inner/outer process are possible. Two of them are implemented and the results analyzed.The second one, which uses the specificities of the Raviart Thomas finite element and of the alternating directions algorithm, leads to very promising results. From these results the industrialization of the method can be considered.