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Solving Large-Scale Generalized Algebraic Bernoulli Equations via the Matrix Sign Function

We investigate the solution of large-scale generalized algebraic Bernoulli equations as those arising in control and systems theory in the context of stabilization of linear dynamical systems, coprime factorization of rational matrix-valued functions, and model reduction. The algorithms we propose, based on a generalization of the Newton iteration for the matrix sign function, are easy to parallelize, yielding an efficient numerical tool to solve large-scale problems. Both the accuracy and the parallel performance of our implementations on a cluster of Intel Xeon processors are reported.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:17557
Date11 September 2006
CreatorsBarrachina, Sergio, Benner, Peter, Quintana-Ortí, Enrique S.
PublisherTechnische Universität Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text
SourcePreprintreihe des Chemnitzer SFB 393, 05-15
Rightsinfo:eu-repo/semantics/openAccess

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