Solving Algebraic Riccati Equations on Hybrid CPU-GPU Platforms

The solution of Algebraic Riccati Equations is required in many linear optimal and robust control methods such as LQR, LQG, Kalman filter, and in model order reduction techniques like the balanced stochastic truncation method. Numerically reliable algorithms for these applications rely on the sign f...

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Detalles Bibliográficos
Autores principales: Ezzatti, Pablo, Quintana-Ortí, Enrique S., Remón, Alfredo
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2011
Materias:
Ciencias Informáticas
Algebraic Riccati Equations
Hybrid CPU-GPU Platforms
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/126121
https://40jaiio.sadio.org.ar/sites/default/files/T2011/HPC/849.pdf
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-126121
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Informáticas
Algebraic Riccati Equations
Hybrid CPU-GPU Platforms
spellingShingle Ciencias Informáticas
Algebraic Riccati Equations
Hybrid CPU-GPU Platforms
Ezzatti, Pablo
Quintana-Ortí, Enrique S.
Remón, Alfredo
Solving Algebraic Riccati Equations on Hybrid CPU-GPU Platforms
topic_facet Ciencias Informáticas
Algebraic Riccati Equations
Hybrid CPU-GPU Platforms
description The solution of Algebraic Riccati Equations is required in many linear optimal and robust control methods such as LQR, LQG, Kalman filter, and in model order reduction techniques like the balanced stochastic truncation method. Numerically reliable algorithms for these applications rely on the sign function method, and require O(8n3) floating-point arithmetic operations, with n in the range of 103 −105 for many practical applications. In this paper we investigate the use of graphics processors (GPUs) to accelerate the solution of Algebraic Riccati Equations by off-loading the computationally intensive kernels to this device. Experiments on a hybrid platform compose by state-of-the-art general-purpose multi-core processors and a GPU illustrate the potential of this approach.
format Objeto de conferencia
Objeto de conferencia
author Ezzatti, Pablo
Quintana-Ortí, Enrique S.
Remón, Alfredo
author_facet Ezzatti, Pablo
Quintana-Ortí, Enrique S.
Remón, Alfredo
author_sort Ezzatti, Pablo
title Solving Algebraic Riccati Equations on Hybrid CPU-GPU Platforms
title_short Solving Algebraic Riccati Equations on Hybrid CPU-GPU Platforms
title_full Solving Algebraic Riccati Equations on Hybrid CPU-GPU Platforms
title_fullStr Solving Algebraic Riccati Equations on Hybrid CPU-GPU Platforms
title_full_unstemmed Solving Algebraic Riccati Equations on Hybrid CPU-GPU Platforms
title_sort solving algebraic riccati equations on hybrid cpu-gpu platforms
publishDate 2011
url http://sedici.unlp.edu.ar/handle/10915/126121
https://40jaiio.sadio.org.ar/sites/default/files/T2011/HPC/849.pdf
work_keys_str_mv AT ezzattipablo solvingalgebraicriccatiequationsonhybridcpugpuplatforms
AT quintanaortienriques solvingalgebraicriccatiequationsonhybridcpugpuplatforms
AT remonalfredo solvingalgebraicriccatiequationsonhybridcpugpuplatforms
bdutipo_str Repositorios
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