Parallel algorithms for algebraic Riccati equations
Judith D. Gardiner, Alan J. Laub · International Journal of Control · 1991
The matrix sign function is the basis of a parallel algorithm for solving the generalized algebraic Riccati equation. Three forms of the algorithm were implemented and tested on a distributed memory hypercube multiprocessor. Performance results indicate that the method is an excellent means of solving large-scale problems on a parallel computer.