Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations (Q470775)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations |
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Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations (English)
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13 November 2014
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second-order learning algorithm
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discrete algebraic Lyapunov equation
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extended Hamiltonian algorithm
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positive definite symmetric matrix
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Euclidean gradient
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Riemannian gradient
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numerical example
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iteration methods
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