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Solving time-invariant differential matrix Riccati equations using GPGPU computing

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Solving time-invariant differential matrix Riccati equations using GPGPU computing

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dc.contributor.author Peinado Pinilla, Jesús es_ES
dc.contributor.author Alonso-Jordá, Pedro es_ES
dc.contributor.author Ibáñez González, Jacinto Javier es_ES
dc.contributor.author Hernández García, Vicente es_ES
dc.contributor.author DO CARMO BORATTO, MURILO es_ES
dc.date.accessioned 2015-04-24T08:10:28Z
dc.date.available 2015-04-24T08:10:28Z
dc.date.issued 2014-11
dc.identifier.issn 0920-8542
dc.identifier.uri http://hdl.handle.net/10251/49225
dc.description.abstract Differential matrix Riccati equations (DMREs) enable to model many physical systems appearing in different branches of science, in some cases, involving very large problem sizes. In this paper, we propose an adaptive algorithm for time-invariant DMREs that uses a piecewise-linearized approach based on the Padé approximation of the matrix exponential. The algorithm designed is based upon intensive use of matrix products and linear system solutions so we can seize the large computational capability that modern graphics processing units (GPUs) have on these types of operations using CUBLAS and CULATOOLS libraries (general purpose GPU), which are efficient implementations of BLAS and LAPACK libraries, respectively, for NVIDIA © GPUs. A thorough analysis showed that some parts of the algorithm proposed can be carried out in parallel, thus allowing to leverage the two GPUs available in many current compute nodes. Besides, our algorithm can be used by any interested researcher through a friendly MATLAB © interface. es_ES
dc.language Inglés es_ES
dc.publisher Springer Verlag (Germany) es_ES
dc.relation.ispartof Journal of Supercomputing es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Differential matrix Riccati equation (DMRE) es_ES
dc.subject Ordinary differential equation (ODE) es_ES
dc.subject Piecewise-linearized method es_ES
dc.subject Padé approximants es_ES
dc.subject GPGPU es_ES
dc.subject.classification CIENCIAS DE LA COMPUTACION E INTELIGENCIA ARTIFICIAL es_ES
dc.subject.classification LENGUAJES Y SISTEMAS INFORMATICOS es_ES
dc.title Solving time-invariant differential matrix Riccati equations using GPGPU computing es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1007/s11227-014-1111-3
dc.rights.accessRights Cerrado es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Sistemas Informáticos y Computación - Departament de Sistemes Informàtics i Computació es_ES
dc.contributor.affiliation Universitat Politècnica de València. Instituto de Instrumentación para Imagen Molecular - Institut d'Instrumentació per a Imatge Molecular es_ES
dc.description.bibliographicCitation Peinado Pinilla, J.; Alonso-Jordá, P.; Ibáñez González, JJ.; Hernández García, V.; Do Carmo Boratto, M. (2014). Solving time-invariant differential matrix Riccati equations using GPGPU computing. Journal of Supercomputing. 70(2):623-636. doi:10.1007/s11227-014-1111-3 es_ES
dc.description.accrualMethod Senia es_ES
dc.relation.publisherversion http://link.springer.com/article/10.1007%2Fs11227-014-1111-3 es_ES
dc.description.upvformatpinicio 623 es_ES
dc.description.upvformatpfin 636 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 70 es_ES
dc.description.issue 2 es_ES
dc.relation.senia 269384
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