Abstract
In this paper we present parallel algorithms for stabilizing large linear control systems on multicomputers. Our algorithms first separate the stable part of the linear control system and then compute a stabilizing feedback for the unstable part. Both stages are solved by means of the matrix sign function which presents a high degree of parallelism and scalability.
The experimental results on an IBM SP2 platform show the performance of our approach.
Similar content being viewed by others
References
E. Anderson et al. LAPACK Users' Guide, 2nd ed. SIAM, Philadelphia, 1994.
E. S. Armstrong. An extension of Bass' algorithm for stabilizing linear continuous constant systems. IEEE Trans. Automat. Control, AC-20: 153-154, 1975.
M. Arnold. Algorithms and conditioning for eigenvalue assignment. Master's thesis, Northern Illinois University, Department of Mathematical Sciences, DeKalb, IL, 1993.
Z. Bai and J. Demmel. Design of a parallel nonsymmetric eigenroutine toolbox, Part I. In R.F. Sincovec et al., ed., Proceedings of the Sixth SIAM Conference on Parallel Processing for Scientific Computing, 1993.
Z. Bai, J. Demmel, J. Dongarra, A. Petitet, H. Robinson, and K. Stanley. The spectral decomposition of nonsymmetric matrices on distributed memory parallel computers. SIAM J. Sci. Comput., 18: 1446-1461, 1997.
R. H. Bartels and G. W. Stewart. Solution of the matrix equation AX + XB = C: Algorithm 432. Comm. ACM, 15: 820-826, 1972.
P. Benner and E. S. Quintana-Ortí. Solving stable generalized Lyapunov equations with the matrix sign function. Technical Report SPC 97_23, Fak. f. Mathematik, TU Chemnitz, 09107 Chemnitz, FRG, 1997.
P. Benner, E. S. Quintana-Ortí, and G. Quintana-Ortí. Rational iterative schemes for the numerical solution of linear matrix equations. In preparation.
C. H. Bischof and G. Quintana. Computing rank-revealing QR factorizations of dense matrices. ACM Trans. Math. Software, to appear.
L. S. Blackford et al. ScaLAPACK Users' Guide. SIAM, Philadelphia, 1997.
R. Byers. Solving the algebraic Riccati equation with the matrix sign function. Linear Algebra Appl., 85: 267-279, 1987.
R. Byers, C. He, and V. Mehrmann. The matrix sign function method and the computation of invariant subspaces. SIAM J. Matrix Anal. Appl., 18(3): 615-632, 1997.
T. Chan. Rank revealing QR factorizations. Linear Algebra Appl., 88/89: 67-82, 1987.
L. Dai. Singular Control Systems, vol. 118 of Lecture Notes in Control and Inform. Science. Springer, New York, 1989.
V. Dragan and A. Halanay. Stabilization of Linear Systems. Birkhäuser, Basel, Switzerland, 1994.
A. Geist, A. Beguelin, J. Dongarra, W. Jiang, B. Manchek, and V. Sunderam. PVM: Parallel Virtual Machine--A User's Guide and Tutorial for Network Parallel Computing. MIT Press, 1994.
G. H. Golub and C. F. Van Loan. Matrix Computations, 2nd ed. Johns Hopkins University Press, Baltimore, 1989.
W. Gropp, E. Lusk, and A. Skjellum. Using MPI: Portable Parallel Programming with the Message-Passing Interface. MIT Press, 1994.
C. He and V. Mehrmann. Stabilization of large linear systems. In L. Kulhavá, M. Kárný, and K. Warwick, ed., Preprints of the European IEEE Workshop CMP'94, Prague, September 1994, pp. 91-100, 1994.
G. Henry and R. van de Geijn. Parallelizing the QR algorithm for the unsymmetric algebraic eigenvalue problem: myths and reality. SIAM J. Sci. Comput., to appear.
G. Henry, D. Watkins, and J. J. Dongarra. A parallel implementation of the nonsymmetric QR algorithm for distributed memory architectures. Technical Report LAPACK Working Note 121, University of Tennessee at Knoxville, 1997.
V. Hernández and E. S. Quintana. Stabilizing Large Control Linear Systems on Multicomputers, vol. 1215 of Lecture Notes in Control and Information Science, Springer-Verlag, Berlin, 1997.
H. Jarausch. Zur numerischen Untersuchung von parabolischen Differentialgleichungen mit Hilfe einer adaptiven spektralen Zerlegung. Habilitationsschrift, RWTH Aachen, Aachen (FRG), 1990.
C. Kenney and A. J. Laub. Rational iterative methods for the matrix sign function. SIAM J. Matrix Anal. Appl., 12: 273-291, 1991.
C. Kenney and A. J. Laub. The matrix sign function. IEEE Trans. Automat. Control, 40(8): 1330-1348, 1995.
D. L. Kleinman. An easy way to stabilize a linear constant system. IEEE Trans. Automat. Control, AC-15: 692, 1970.
P. Lancaster and L. Rodman. The Algebraic Riccati Equation. Oxford University Press, Oxford, UK, 1995.
V. Mehrmann. The Autonomous Linear Quadratic Control Problem, Theory and Numerical Solution, no. 163 in Lecture Notes in Control and Information Sciences. Springer-Verlag, Heidelberg, July 1991.
V. Mehrmann and H. Xu. An analysis of the pole placement problem. I. The single-input case. Electr. Trans. Num. Anal., 4: 89-105, 1996.
V. Mehrmann and H. Xu. Analysis of the pole placement problem II. The multi-input case. Electr. Trans. Num. Anal., 5: 77-97, 1997.
G. Miminis and C.C. Paige. An algorithm for pole assignment of time invariant linear systems. Internat. J. Control, 35: 341-354, 1982.
G. Quintana, X. Sun, and C.H. Bischof. A Blas-3 version of the QR factorization with column pivoting. SIAM J. Sci. Comput., 1998.
J. D. Roberts. Linear model reduction and solution of the algebraic Riccati equation by use of the sign function. Internat. J. Control, 32: 677-687, 1980.
V. Sima. An efficient Schur method to solve the stabilization problem. IEEE Trans. Automat. Control, AC-26: 724-725, 1981.
A. Varga. A Schur method for pole assignment. IEEE Trans. Automat. Control, AC-27: 517-519, 1981.
A. Varga. A multishift Hessenberg method for pole assignment of single-input systems. IEEE Trans. Automat. Control, AC-41(12), 1996.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Benner, P., Castillo, M., Quintana-Orti´, E.S. et al. Parallel Partial Stabilizing Algorithms for Large Linear Control Systems. The Journal of Supercomputing 15, 193–206 (2000). https://doi.org/10.1023/A:1008108004247
Issue Date:
DOI: https://doi.org/10.1023/A:1008108004247