计算机科学
线性系统
算法
基质(化学分析)
并行算法
可扩展性
最优控制
离散时间和连续时间
时间复杂性
代数Riccati方程
序列(生物学)
代数数
Riccati方程
数学优化
数学
数据库
微分方程
生物
遗传学
统计
数学分析
复合材料
材料科学
作者
Peter Benner,Ralph Byers,Rafael Mayo,Enrique S. Quintana–Ort́ı,Vicente Hernández
标识
DOI:10.1006/jpdc.2001.1790
摘要
This paper analyzes the performance of two parallel algorithms for solving the linear-quadratic optimal control problem arising in discrete-time periodic linear systems. The algorithms perform a sequence of orthogonal reordering transformations on formal matrix products associated with the periodic linear system and then employ the so-called matrix disk function to solve the resulting discrete-time periodic algebraic Riccati equations needed to determine the optimal periodic feedback. We parallelize these solvers using two different approaches, based on a coarse-grain and a medium-grain distribution of the computational load. The experimental results report the high performance and scalability of the parallel algorithms on a Beowulf cluster.
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