Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations (Q470775)

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scientific article; zbMATH DE number 6369145
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Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations
scientific article; zbMATH DE number 6369145

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    Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations (English)
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    13 November 2014
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    second-order learning algorithm
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    discrete algebraic Lyapunov equation
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    extended Hamiltonian algorithm
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    positive definite symmetric matrix
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    Euclidean gradient
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    Riemannian gradient
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    numerical example
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    iteration methods
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