Parallel Wavefront Algorithms Solving Lyapunov Equations for the Cholesky Factor on Message Passing Multiprocessors

In this paper new parallel algorithms to solve the Lyapunov equations for the Cholesky factor using Hammarling's method on message passing multiprocessors are described. These algorithms are based on previous work carried out on the parallel solution of triangular linear systems by using row block data distribution and a wavefront of antidiagonals. The algorithms are theoretically analyzed and experimental results obtained on an SGI Power Challenge and a Cray T3D are presented.

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