Matrix Pencil Computations in Computer-Aided Control System Design: Theory, Algorithms and Software Tools

 

 

Some recent publications and theses

The listings of publications (with support from the SSF research program) are in reversed chronological order, i.e., the most recent publications are listed first under each subtitle.

Submitted papers

  • Parallel and Cache-Efficient In-Place Matrix Storage Format Conversion. Fred Gustavson, Lars Karlsson, and Bo Kågström, ACM Trans. on Math. Software (submitted) Feb. 2010.
     
  • A Novel Parallel QR Algorithm for Hybrid Distributed Memory HPC Systems. Robert Granat, Bo Kågström, and Daniel Kressner. SIAM J. Scientific Computing (submitted), Also as Lapack Working Note #216, 2009. (pdf)
     

Refereed journal publications and invited book chapters

  • A Numerical Evaluation of Solvers for the Periodic Riccati Differential Equation. Sergei Gusev, Stefan Johansson, Bo Kågström, Anton Shiriaev, and Andras Varga. BIT Numerical Mathematics (accepted), Feb. 2010. (pdf)
     
  • Parallel Solvers for Sylvester-type Matrix Equations with Applications in Condition Estimation, Part I: Theory and Algorithms, Robert Granat and Bo Kågström, ACM Trans. Math. Software (accepted), Feb. 2010. (pdf)
     
  • ALGORITHM XXX. The SCASY Software Library. Parallel Solvers for Sylvester-type Matrix Equations with Applications in Condition Estimation, Part II, Robert Granat and Bo Kågström, ACM Trans. Math. Software (accepted), Feb. 2010. (pdf)
     
  • Distributed SBP Cholesky Factorization Algorithms with Near-Optimal Scheduling, Fred Gustavson, Lars Karlsson, and Bo Kågström, ACM Trans. on Math. Software, Vol. 36, No. 2, 2009 (Also as Report UMINF-07.19 and IBM Research Report RC24342). (pdf)
     
  • Parallel Eigenvalue Reordering in Real Schur Forms, Robert Granat, Bo Kågström, and Daniel Kressner. Concurrency and Computation: Practice and Experience, 21(9):1225-1250, 2009. (Also as LAPACK Working Note 192). (pdf)
     
  • Stratification of Controllability and Observability Pairs - Theory and Use in Applications, Erik Elmroth, Stefan Johansson, and Bo Kågström. SIAM J. Matrix Analysis and Applications, Vol. 31, Issue 2, pp. 203-226 (2009) (pdf)
     
  • RECSY and SCASY Library Software: Recursive Blocked and Parallel Algorithms for Sylvester-Type Matrix Equations with Some Applications, Robert Granat, Isak Jonsson, and Bo Kågström. In R. Ciegis et al., editor, Parallel Scientific Computing - Advances and Applications, Vol.27, pp. 3-24, Springe Optimization and Its Applications, 2009. (pdf)
     
  • On the structured distance to uncontrollability, M. Karow and D. Kressner, Systems Control Lett., 58(2):128-132, 2009. (pdf)
     
  • Structured Hölder condition numbers for multiple eigenvalues, Daniel Kressner, Maria J. Peláez, and J. Moro, SIAM J. Matrix Anal. Appl., 31(1):175-201, 2009. (pdf)
     
  • On solving periodic Riccati equations, Andras Varga, Numerical Linear Algebra with Applications, 15(9):809-835, 2008. (pdf)
     
  • The effect of aggressive early deflation on the convergence of the QR algorithm, Daniel Kressner, SIAM J. Matrix Anal. Appl.30(2):805-821, 2008. (Also as Report UMINF-06.xx). (pdf)
     
  • Blocked Algorithms for the Reduction to Hessenberg-Triangular Form Revisited, Bo Kågström, Daniel Kressner, Enrique Quintana-Orti, and Gregorio Quintana-Orti, BIT Numerical Mathematics, 48(1):563-584, 2008, (Also as LAPACK Working Note 198). (pdf)
     
  • Rigid Body Cable for Virtual Environments, Martin Servin and Claude Lacoursière, IEEE Transactions on Visualization, 14:783-796, 2008. (pdf)
     
  • Block variants of Hammarling's method for solving Lyapunov equations, Daniel Kressner, ACM Trans. Math. Software, 34(1):1-15, 2008. (pdf)
     
  • A nonlinear iterative reconstruction and analysis approach to shape-based approximate electromagnetic tomography. N. Naik., J. Eriksson., P. de Groen, H. Sahli., IEEE Transaction on Geoscience and Remote Sensing. 46 (2008) pp 1558 - 1574. (pdf)
     
  • Computing Periodic Deflating Subspaces Associated with a Specified Set of Eigenvalues, Robert Granat, Bo Kågström, and Daniel Kressner, BIT Numerical Mathematics, 47:763–791, 2007. (pdf)
     
  • Deflation in Krylov subspace methods and distance to uncontrollability. D. Kressner. Annali dell'Universita di Ferrara, 53:309-318, 2007 (pdf)
     
  • Massless Cable for Real-Time Simulation, Martin Servin and Claude Lacoursière, Computer Graphics Forum, 26 (2) 172–184, 2007. (pdf)
     
  • Structured condition numbers for invariant subspaces, Ralph Byers and Daniel Kressner, SIAM J. Matrix Anal. Appl., 28(2):326-347, 2006. (pdf)
     
  • Direct Eigenvalue Reordering in a Product of Matrices in Extended Periodic Real Schur Form, Robert Granat and Bo Kågström, SIAM J. Matrix Anal. and Appl., 28(1):285–300, 2006. (pdf)
     
  • Multishift Variants of the QZ Algorithm with Aggressive Early Deflation, Bo Kågström and Daniel Kressner, SIAM J. Matrix Anal. Appl., 29(1):199–227, 2006. (pdf)
     
  • Block algorithms for reordering standard and generalized Schur forms, Daniel Kressner, ACM Trans. Math. Software, 32(4):521-532, 2006.
     
  • FISH-Family Identification of Sequence Homologues using Structure Anchored Hidden Markov Models, Jeanette Tångrot, Lixiao Wang, Bo Kågström, and Uwe Sauer, Nucleic Acids Research, 34:W10–W14, 2006. (pdf)
     
  • On the sensitivity of the spectral projection, Ji-guang Sun, Linear Algebra Appl., 395 (2005), 83-94. (pdf)
     
  • Perturbation bounds for subspaces associated with periodic eigenproblems, Ji-guang Sun, Taiwanese Journal of Mathematics, 9, No.1, 17-38 (2005) . (pdf)
     
  • Regularization methods for uniformly rank-deficient nonlinear least-squares problems, J. Eriksson, M Gulliksson, I. Söderqvist, and P-Å. Wedin. Journal of Optimization Theory and Applications (JOTA), Vol. 127, No. 1, pp 1-26, October, 2005.
     
  • A note on backward errors for structured linear systems, Ji-guang Sun, Numer.Linear Algebra Appl, 12, 585-603 (2005) (pdf)
     
  • Recursive Blocked Algorithms and Hybrid Data Structures for Dense Matrix Library Software, Erik Elmroth, Fred Gustavson, Isak Jonsson, and Bo Kågström, SIAM Review, Vol. 46, No. 1, 2004, pp. 3-45. (pdf)
     
  • Backward perturbation analysis of the periodic discrete-time algebraic Riccati equation, Ji-guang Sun, SIAM J. Matrix Anal. Appl., 26 (2004), 1-19. (pdf)
     
  • Local results for the Gauss-Newton method on constrained rank-deficient nonlinear least squares. Eriksson J. and Gulliksson M. Math. Comp. 73 (2004), 1865-1883.
     
  • Structured backward error for the linear system $A^TAx=b$, Ji-guang Sun, Journal of Natural Sciences of Heilongjiang University, 21, No.4 (2004), 4-10. (pdf)
     
  • Computing the Zeros of Periodic Descriptor Systems, Andras Varga and Paul Van Dooren, Systems and Control Letters, 50 (2003) 371-381. (pdf)
     
  • Bounds for the Distance Between Nearby Jordan and Kronecker Structures in a Closure Hierarchy, Erik Elmroth, Pedher Johansson, and Bo Kågström, Journal of Mathematical Sciences, Vol, 112, No. 6, 2003, pp. 1765-1779. (pdf)
     
  • Perturbation analysis of the matrix equation $X=Q+A^H(\hat{X}-C)^{-1}A$, Ji-guang Sun, Linear Algebra Appl., 372 (2003), 33--51. (pdf)
     
  • Recursive Blocked Algorithms for Solving Triangular Systems - Part I: One-Sided and Coupled Sylvester-Type Matrix Equations, Isak Jonsson and Bo Kågström, ACM Trans. Math Software, Vol. 28, No. 4, Dec 2002, pp. 392-415. (pdf)
     
  • Recursive Blocked Algorithms for Solving Triangular Systems - Part II: Two-Sided and Generalized Sylvester and Lyapunov Matrix Equations, Isak Jonsson and Bo Kågström, ACM Trans. Math Software, Vol. 28, No. 4, Dec 2002, pp. 416-435. (pdf)

Refereed conference proceedings

  • A Framework for Dynamic Node-Scheduling of Two-Sided Blocked Matrix Computations, Lars Karlsson and Bo Kågström, In Proc. of PARA'08, accepted for publication, 2009. (pdf)
     
  • Parallel Algorithms for Triangular Periodic Sylvester-type Matrix Equations, Per Andersson, Robert Granat, Isak Jonsson and Bo Kågström, In E.Luque et al, Euro-Par 2008 Parallel Processing - 14th International Euro-Par Conference, LNCS 5168 of Lecture Notes of Computer Science, pp. 780-789, Springer , 2008. (pdf)
     
  • A Parallel Schur Method for Solving Continuous-time Algebraic Riccati Equations, Robert Granat, Bo Kågström and Daniel Kressner, In Proc. 2008 IEEE Conference on Computer Aided Control Systems Design (CACSD'08), 2008. (pdf)
     
  • MATLAB Tools for Solving Periodic Eigenvalue Problems, Robert Granat, Bo Kågström, and Daniel Kressner, In Proc. 3rd IFAC Workshop PSYCO’07, 2007 (CDROM, IFAC Publications). (pdf)
     
  • Comparing one-shot and multi-shot methods for solving periodic Riccati differential equations, Stefan Johansson, Bo Kågström, Anton Shiriaev, and Andars Varga, In Proc. 3rd IFAC Workshop on Periodic Systems, PSYCO’07, St. Petersburg, Russia, 2007 (CD-ROM, IFAC Publications). (pdf)
     
  • Regularized, Stabilized, Variational Methods for Multibodies, Claude Lacoursière, In Peter Bunus and Dag Fritzson and Claus Führer (editors), The 48th Scandinavian Conference on Simulation and Modeling (SIMS 2007), pages 40–48, ISBN = 91-85643-17-3, Linköping University Electronic Press, 2007. (pdf)
     
  • Parallel Variants of the Multishift QZ Algorithm with Advanced Deflation Techniques, Björn Adlerborn, Bo Kågström, and Daniel Kressner. In Bo Kågström et al., editor, Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2006, Lecture Notes in Computer Science, LNCS 4699, pages 117–126, Springer, 2007. (pdf)
     
  • Recursive Blocked Algorithms for Solving Periodic Triangular Sylvester-Type Matrix Equations, Robert Granat, Isak Jonsson, and Bo Kågström, In B.Kågström et al., editor, Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2006, Lecture Notes in Computer Science, LNCS 4699, pages 531–539. Springer, 2007. (pdf)
     
  • Parallel Algorithms and Condition Estimators for Standard and Generalized Triangular Sylvester-Type Matrix Equations, Robert Granat and Bo Kågström, In B. Kågström et al., editor, Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2006, Lecture Notes in Computer Science, LNCS 4699, pages 127–136. Springer, 2007. (pdf)
     
  • Three Algorithms for Cholesky Factorization on Distributed Memory Using Packed Storage, Fred Gustavson, Lars Karlsson, and Bo Kågström, In B. Kågström et al., editor, Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2006, Lecture Notes in Computer Science, LNCS 4699, pages 550–559. Springer, 2007. (pdf)
     
  • A Parallel Block Iterative Method for Interactive Contacting Rigid Multibody Simulations on Multicore PCs, Claude Lacoursière, In B. Kågström et al., editor, Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2006, Lecture Notes in Computer Science, LNCS 4699, pages 956–965. Springer, 2007. (pdf)
     
  • Regularized, Stabilized, Variational Methods for Multibodies, Claude Lacoursière, The 48th Scandinavian Conference on Simulation and Modeling (SIMS 2007), October 2007, pages 40-48, Linköping Electronic Conference Proceedings, http://www.ep.liu.se/ecp/027/005
     
  • Design, Construction and Use of the FISH Server, Jeanette Tångrot, Lixiao Wang, Bo Kågström, and Uwe Sauer, In B. Kågström et al., editor, Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2006, Lecture Notes in Computer Science, LNCS 4699, pages 647–657. Springer, 2007. (pdf)
     
  • On computing minimal dynamic covers for periodic systems, Andras Varga, Proc. of European Control Conference, ECC'07, Kos, Greece, 2007. (pdf)
     
  • On computing minimal realizations of periodic descriptor systems, Andras Varga, In Proc. 3rd IFAC Workshop on Periodic Systems, PSYCO’07, St. Petersburg, Russia, 2007. (pdf)
     
  • An overview of recent developments in computational methods for periodic systems, Andras Varga, In Proc. 3rd IFAC Workshop on Periodic Systems, PSYCO’07, St. Petersburg, Russia, 2007. (pdf)
     
  • Reordering the Eigenvalues of a Periodic Matrix Pair with Applications in Control, Robert Granat, Bo Kågström, and Daniel Kressner, In Proc. 2006 IEEE Conference on Computer Aided Control Systems Design (CACSD), pages 25–30, 2006. (pdf)
     
  • Semi-automatic generation of grid computing interfaces for numerical software libraries,  E. Elmroth and R. Skelander, In J. Dongarra et al (eds.), Applied Parallel Computing. State-of-the-art in Scientific Computing.  Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2004, Lecture Notes in Computer Science, LNCS 3732, pages 404–412. Springer, 2006. (pdf).
     
  • Evaluating Parallel Algorithms for Solving Sylvester-Type Matrix Equations: Direct Transformation-Base versus Iterative Matrix-Sign-Functon-Based Methods,  Robert Granat and Bo Kågström, In J. Dongarra et al (eds.), Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2004, Lecture Notes in Computer Science, LNCS 3732, pages 719–729. Springer, 2006. (pdf)
     
  • Management of Deep Memory Hierarchies—Recursive Blocked Algorithms and Hybrid Data Structures for Dense Matrix Computations, Bo Kågström, In J. Dongarra et al., editor, Applied Parallel Computing: State of the Art in Scientific Computing, PARA 2004, Lecture Notes in Computer Science, LNCS 3732, pages 21–32. Springer, 2006. (pdf)
     
  • Interactive Simulation of Elastic Deformable Materials, Martin Servin and Claude Lacoursière, Proc. SIGRAD Conference 2006, pages 22–32, ISBN = 91-85643-17-3, Linköping University Electronic Press, 2006. (pdf)
     
  • On computing frequency-responses of periodic systems, Andras Varga, Mathematical Theory of Networks and Systems, MTNS2006, Kyoto, Japan, 2006. (pdf)
     
  • Computation of L-infinity norm of linear discrete-time periodic systems, Andras Varga, Mathematical Theory of Networks and Systems, MTNS2006, Kyoto, Japan, 2006. (pdf)
     
  • On solving periodic differential matrix equations with applications to periodic system norms computation, Andras Varga, Proc. of 44th IEEE Conference on Decision and Control, CDC'05, Seville, Spain, December 2005. (pdf)
     
  • On solving discrete-time periodic Riccati equations, Andras Varga, Proc. of 16th IFAC World Congress 2005, Prague, July 2005. (pdf).
     
  • Computation of generalized inverses of  periodic systems, Andras Varga, Proc. of 43rd IEEE Conference on Decision and Control, CDC'04, Bahamas, December 2004. (pdf).
     
  • Computation of fault detection filters for periodic systems, Andras Varga, Proc. of 43rd IEEE Conference on Decision and Control, Bahamas, December 2004. (pdf).
     
  • Combining Explicit and Recursive Blocking for Solving Triangular Sylvester-Type Matrix Equations on Distributed Memory Platforms, Robert Granat, Isak Jonsson and Bo Kågström, Euro-Par 2004 Parallel Processing, M. Danelutto et al (editors), LNCS Vol. 3149, 2004, pp. 742-750. (ps)(pdf)
     
  • Orbit and bundle stratification for controllability and observability matrix pairs in StratiGraph, Erik Elmroth, Pedher Johansson, Stefan Johansson, and  Bo Kågström, Mathematical Theory of Networks and Systems, MTNS2004, Katholieke Universiteit Leuven, July, 2004. (10 pages, pdf).
     
  • Computation of Kronecker-like forms of periodic matrix pairs, Andras Varga, Mathematical Theory of Networks and Systems, MTNS2004, Katholieke Universiteit Leuven, July, 2004. (14 pages, pdf).
     
  • Parallel ScaLAPACK-style Algorithms for Solving Continuous-Time Sylvester Matrix Equations, Robert Granat, Bo Kågström, and Peter Poromaa, Euro-Par 2003 Parallel Processing, H. Kosch et al (editors), LNCS Vol. 2790, 2003, pp. 800-809. (ps) (pdf)
     
  • RECSY - A High Performance Library for Sylvester-Type Matrix Equations, Isak Jonsson and Bo Kågström, Euro-Par 2003 Parallel Processing, H. Kosch et al (editors), LNCS Vol. 2790, 2003, pp. 810-819. (ps) (pdf) (library)

Technical reports and other publications

  • Any positive residual curve is possible for the EKSM method for Lyapunov matrix equations, Carl Christian Kjelgaard Mikkelsen, UMINF 10.04, Dept. of Computing Science, Umeå University, Sweden, 2010. (pdf)
     
  • Any positive residual curve is possible for the Arnoldi method for Lyapunov matrix equations, Carl Christian Kjelgaard Mikkelsen, UMINF 10.03, Dept. of Computing Science, Umeå University, Sweden, 2010. (pdf)
     
  • Reviewing the Closure Hierarchy of Orbits and Bundles of System Pencils and Their Canonical Forms, Stefan Johansson, Report UMINF 09.02,, Dept. of Computing Science, Umeå University, Sweden, 2009. (pdf)
     
  • Blocked In-Place Transposition with Application to Storage Format Conversion, Lars Karlsson, Report UMINF 09.01, Dept. of Computing Science, Umeå University, Sweden, 2009. (pdf)
     
  • StratiGraph Software Design and Algorithms, Pedher Johansson, Report UMINF 06.16, Dept. of Computing Science, Umeå University, Sweden, 2006. (pdf)
     
  • Matrix Canonical Structure Toolbox, Pedher Johansson, Report UMINF 06.15, Dept. of Computing Science, Umeå University, Sweden, 2006. (pdf)
     
  • StratiGraph Developer's Guide, Pedher Johansson,  Report UMINF 06.14, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2006. (pdf)
     
  • Stabilizing Gyroscopic Forces in Rigid Multibody Simulations, Claude Lacoursière, Report UMINF 06.05, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2006. (pdf)
     
  • A Regularized Time Stepper for Multibody Systems, Claude Lacoursière, Report UMINF 06.04, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2006.
     
  • Algorithms for 3-dimensional Weighted Orthogonal Procrustes Problems. P. Å. Wedin and T. Viklands. Report UMINF-06.06, Dept. of Computing Science, Umeå University, Umeå, S-901 87, Sweden, 2006. (pdf)
     
  • Algorithms for Linear Least Squares Problems on the Stiefel manifold. P. Å. Wedin and T. Viklands. Report UMINF-06.07, Dept. of Computing Science, Umeå University, Umeå, S-901 87, Sweden, 2006. (pdf)
     
  • On the Number of Minima to Weighted Orthogonal Procrustes Problems. T. Viklands. Report UMINF-06.08, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2006. (pdf)
     
  • On Global Minimization of Weighted Orthogonal Procrustes Problems. T. Viklands. Report UMINF-06.09, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2006. (pdf)
     
  • Canonical forms and stratification of orbits and bundles of system pencils, Stefan Johansson, Report UMINF-05.16, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, May 2005. (pdf)
     
  • On the sensitivity of the oblique projection, Ji-guang Sun, Report UMINF 05.03, ISSN-0348-0542, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2005. (pdf)
     
  • StratiGraph User's Guide, Pedher Johansson, Report UMINF 03.21, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2003. (pdf)
     
  • A note on perturbation expansions for small singular values, Ji-guang Sun, Report UMINF 03.07, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2003. (pdf)
     
  • Condition numbers of spectral projections, Ji-guang Sun, Report UMINF 02.18, Dept. of Computing Science, Umeå University, S-901 87 Umeå, Sweden, 2002. (pdf)

Theses

  • Blocked and Scalable Matrix Computations - Packed Cholesky, In-Place Transposition, and Two-Sided Transformations, Lars Karlsson, Ph Licentiate Thesis, UMINF 09.11, Dept. of Computing Science, Umeå University, Sweden, ISBN 978-91-7264-733-6, April 2009. (pdf))
  • Blocked and Scalable Matrix Computations - Packed Cholesky, In-Place Transposition, and Two-Sided Transformations, Lars Karlsson, Ph Licentiate Thesis, UMINF 09.11, Dept. of Computing Science, Umeå University, Sweden, ISBN 978-91-7264-733-6, April 2009. (pdf))
     
  • Tools for Control System Design -Stratification of Matrix Pairs and Periodic Riccati Differential Equation Solvers, Stefan Johansson, PhD Thesis, UMINF 09.04, Dept. of Computing Science, Umeå University, Sweden, ISBN 978-91-7264-788-6, February 2009. (pdf)
     
  • Algorithms and Library Software for Periodic and Parallel Eigenvalue Reordering and Sylvester-Type Matrix Equations with Condition Estimation, Robert Granat, PhD Thesis, UMINF 07.21, Dept. of Computing Science, Umeå University, Sweden, ISBN 978-91-7264-410-6, November 2007. (pdf)
     
  • Ghosts and Machines: Regularized Variational Methods for Interactive Simulations of Multibodies with Dry Frictional Contacts, Claude Lacoursière, PhD Thesis, UMINF 06.30, Dept. of Computing Science, Umeå University, Sweden, ISBN 13 978-91-7264-333-8, June 2007. (pdf)
     
  • Software Tools for Matrix Canonical Computations and Web-Based Software Library Environments, Pedher Johansson, PhD Thesis, UMINF 06.30, Dept. of Computing Science, Umeå University, Sweden, ISBN 91-7264-144-X, November 2006. (pdf)
     
  • Algorithms for the Weighted Orthogonal Procrustes Problem and other Least Squares Problems, Thomas Viklands, PhD Thesis, UMINF 06.10, Dept. of Computing Science, Umeå University, Sweden, ISBN 13 978-91-7264-333-8, April 2006. (pdf)
     
  • Stratification of Matrix Pencils in Systems and Control: Theory and Algorithms, Stefan Johansson, Ph Licentiate Thesis, UMINF 05.17, Dept. of Computing Science, Umeå University, Sweden, ISBN 91-7305-901-3, May 2005. (pdf)
     
  • Recursive Blocked Algorithms, Data Structures, and High-Performance Software for Solving Linear Systems and Matrix Equations, Isak Jonsson, PhD Thesis, UMINF 03.17, Dept. of Computing Science, Umeå University, Sweden, ISBN 91-7305-568-9, December 2003. (pdf)
     

 

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