A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations

DOI10.1137/090764566zbMath1221.65108WikidataQ115247108 ScholiaQ115247108MaRDI QIDQ3079759

Stefan Vandewalle, Bart Vandereycken

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090764566

zbMATH Keywords

numerical results; Riemannian manifold; iterative algorithms; conjugate gradient method; Lyapunov matrix equation; preconditioner; low-rank approximations; large-scale equations; Riemannian trust-region method; numerical optimization on manifold

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C06: Large-scale problems in mathematical programming

15A24: Matrix equations and identities

65F10: Iterative numerical methods for linear systems

58C05: Real-valued functions on manifolds

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Uses Software

• CHOLMOD
• SDPLR
• HSL_MI20