On the sensitivity of the coupled discrete-time Lyapunov equation

2001 ◽  
Vol 46 (4) ◽  
pp. 659-664 ◽  
Author(s):  
A. Czornik ◽  
A. Swierniak
Keyword(s):  
Discrete Time ◽  
Lyapunov Equation

scholarly journals Noise-Resistant Discrete-Time Neural Dynamics for Computing Time-Dependent Lyapunov Equation

IEEE Access ◽  
2018 ◽  
Vol 6 ◽  
pp. 45359-45371 ◽  
Author(s):  
Qiuhong Xiang ◽  
Weibing Li ◽  
Bolin Liao ◽  
Zhiguan Huang
Keyword(s):  
Discrete Time ◽  
Computing Time ◽  
Lyapunov Equation ◽  
Time Dependent ◽  
Neural Dynamics

SOLVING DISCRETE-TIME LYAPUNOV EQUATIONS FOR THE CHOLESKY FACTOR ON A SHARED MEMORY MULTIPROCESSOR

1996 ◽  
Vol 06 (03) ◽  
pp. 365-376 ◽  
Author(s):  
JOSE M. CLAVER ◽  
VICENTE HERNANDEZ ◽  
ENRIQUE S. QUINTANA
Keyword(s):  
Parallel Algorithms ◽  
Shared Memory ◽  
Discrete Time ◽  
Lyapunov Equation ◽  
Lyapunov Equations ◽  
Parallel Solution ◽  
Cholesky Factor ◽  
Large Order ◽  
Shared Memory Multiprocessor

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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