A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance

DOI10.1016/J.AMC.2013.03.119MaRDI QIDQ2016339zbMATH OpenOpenAlexFDO

Authors Xiaomin Duan, Huafei Sun, Linyu Peng, Xinyu Zhao

Publication date 20 June 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2013.03.119

zbMATH Keywords

Riemannian manifoldRiemannian metricgeodesic distancenatural gradientdiscrete Lyapunov equation

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)

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Cites work

• scientific article; zbMATH DE number 742750 (Why is no real title available?)
• A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
• A fixed point theorem in partially ordered sets and some applications to matrix equations
• A parametric periodic Lyapunov equation with application in semi-global stabilization of discrete-time periodic systems subject to actuator saturation
• Bounds for the solution of the discrete algebraic Lyapunov equation
• Estimates from the discrete-time Lyapunov equation
• New estimates for solutions of Lyapunov equations
• Normalized natural gradient in independent component analysis
• On the averaging of symmetric positive-definite tensors
• On the eigenvalue estimation for solution to Lyapunov equation
• Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
• Riemannian geometry and geometric analysis
• Some new algorithms for the spectral dichotomy methods
• Stability analysis of natural gradient learning rules in overdetermined ICA
• Upper and lower matrix bounds of the solution for the discrete Lyapunov equation
• Upper bounds for the eigenvalues of the solution of the discrete algebraic Lyapunov equation

Cited in

(6)

• An extended Hamiltonian algorithm for the general linear matrix equation
• A natural gradient algorithm for the solution of Lyapunov equations based on the geodesic distance
• Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations
• The \(\alpha\)-geometric structures on manifold of positive definite Hermite matrices
• Numerical method based on fiber bundle for solving Lyapunov matrix equation
• An information geometric algorithm for algebraic Lyapunov equation on positive-definite Hermitian matrix manifold

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