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Erschienen in: The Journal of Supercomputing 9/2021

26.02.2021

Factorized solution of generalized stable Sylvester equations using many-core GPU accelerators

verfasst von: Peter Benner, Ernesto Dufrechou, Pablo Ezzatti, Rodrigo Gallardo, Enrique S. Quintana-Ortí

Erschienen in: The Journal of Supercomputing | Ausgabe 9/2021

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Abstract

We investigate the factorized solution of generalized stable Sylvester equations such as those arising in model reduction, image restoration, and observer design. Our algorithms, based on the matrix sign function, take advantage of the current trend to integrate high performance graphics accelerators (also known as GPUs) in computer systems. As a result, our realisations provide a valuable tool to solve large-scale problems on a variety of platforms.

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Fußnoten
1
The most expensive operation of this method are matrix operations, which MATLAB off-loads to external libraries (such as BLAS or LAPACK). MATLAB adds a small amount of overhead which makes this baseline only slightly unfair from the runtime perspective.
 
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Metadaten
Titel
Factorized solution of generalized stable Sylvester equations using many-core GPU accelerators
verfasst von
Peter Benner
Ernesto Dufrechou
Pablo Ezzatti
Rodrigo Gallardo
Enrique S. Quintana-Ortí
Publikationsdatum
26.02.2021
Verlag
Springer US
Erschienen in
The Journal of Supercomputing / Ausgabe 9/2021
Print ISSN: 0920-8542
Elektronische ISSN: 1573-0484
DOI
https://doi.org/10.1007/s11227-021-03658-y

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