On the sensitivity of the coupled discrete-time Lyapunov equation

2001 ◽  
Vol 46 (4) ◽  
pp. 659-664 ◽  
Author(s):  
A. Czornik ◽  
A. Swierniak
IEEE Access ◽  
2018 ◽  
Vol 6 ◽  
pp. 45359-45371 ◽  
Author(s):  
Qiuhong Xiang ◽  
Weibing Li ◽  
Bolin Liao ◽  
Zhiguan Huang

1996 ◽  
Vol 06 (03) ◽  
pp. 365-376 ◽  
Author(s):  
JOSE M. CLAVER ◽  
VICENTE HERNANDEZ ◽  
ENRIQUE S. QUINTANA

In this paper we study the parallel solution of the discrete-time Lyapunov equation. Two parallel fine and medium grain algorithms for solving dense and large order equations [Formula: see text] on a shared memory multiprocessor are presented. They are based on Hammarling’s method and directly obtain the Cholesky factor of the solution. The parallel algorithms work following an antidiagonal wavefront. In order to improve the performance, column-block-oriented and wrap-around algorithms are used. Finally, combined fine and medium grain parallel algorithms are presented.


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