Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations
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Publication:470775
DOI10.1016/j.amc.2014.02.037zbMath1303.65030OpenAlexW1965949879MaRDI QIDQ470775
Publication date: 13 November 2014
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.02.037
numerical exampleiteration methodsextended Hamiltonian algorithmpositive definite symmetric matrixdiscrete algebraic Lyapunov equationEuclidean gradientRiemannian gradientsecond-order learning algorithm
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Cites Work
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- Riemannian geometry and geometric analysis
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