A Natural Gradient Descent Algorithm for the Solution of Lyapunov Equations Based on the Geodesic Distance

DOI10.4208/jcm.1310-m4225zbMath1313.65088OpenAlexW2140219415MaRDI QIDQ2926799

Zhenning Zhang, Xiao Min Duan, Hua Fei Sun

Publication date: 3 November 2014

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jcm.1310-m4225

zbMATH Keywords

numerical examplesRiemannian manifoldconjugate gradient algorithmLyapunov matrix equationgeodesic distancenatural gradient descent algorithm

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Geodesics in global differential geometry (53C22)

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