A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance

DOI10.1016/j.amc.2013.03.119zbMath1290.65028OpenAlexW2073411909MaRDI QIDQ2016339

Lin Yu Peng, Xin-Yu Zhao, Xiao Min Duan, Hua Fei Sun

Publication date: 20 June 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.03.119

zbMATH Keywords

Riemannian metricRiemannian manifoldgeodesic distancenatural gradientdiscrete Lyapunov equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

Related Items (4)

An extended Hamiltonian algorithm for the general linear matrix equation ⋮ Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations ⋮ The \(\alpha\)-geometric structures on manifold of positive definite Hermite matrices ⋮ Numerical method based on fiber bundle for solving Lyapunov matrix equation

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