A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations (Q3079759)
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scientific article; zbMATH DE number 5859910
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| English | A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations |
scientific article; zbMATH DE number 5859910 |
Statements
A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations (English)
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2 March 2011
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Lyapunov matrix equation
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low-rank approximations
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numerical optimization on manifold
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Riemannian manifold
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large-scale equations
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iterative algorithms
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Riemannian trust-region method
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conjugate gradient method
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preconditioner
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numerical results
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0.93385893
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0.9272257
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0.9257172
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0.9231933
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0.9217317
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