A symplectic acceleration method for the solution of the algebraic riccati equation on a parallel computer

Wen-Wei Lin*, S. S. You

*此作品的通信作者

研究成果: Article同行評審

1 引文 斯高帕斯(Scopus)

摘要

We give a cubic acceleration method for improving the current symplectic Jacobi-like algorithm for computing the Hamiltonian-Schur decomposition of a Hamiltonian matrix and finding the positive semidefinite solution of the Riccati equation. The acceleration method can speed up the rate of convergence at the end of the symplectic Jacobi-like process when the norm of the current strictly J-lower triangle has become sufficiently small; it has high parallelism and takes O(n) computational time when implemented on a mesh-connected n × n array processor system. A quantitative analysis of convergence and numerical comparisons of one Jacobi sweep versus one correction step are presented.

原文English
頁(從 - 到)437-463
頁數27
期刊Linear Algebra and Its Applications
188-189
發行號C
DOIs
出版狀態Published - 1 一月 1993

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