Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations

DOI10.1016/J.AMC.2014.02.037MaRDI QIDQ470775zbMATH OpenOpenAlexFDO

Authors Zhikun Luo, Huafei Sun

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

zbMATH Keywords

numerical exampleextended Hamiltonian algorithmpositive definite symmetric matrixdiscrete algebraic Lyapunov equationEuclidean gradientiteration methodsRiemannian gradientsecond-order learning algorithm

Mathematics Subject Classification ID

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

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Cites work

• 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 natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance
• 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
• Matrix Equation $XA + BX = C$
• New estimates for solutions of Lyapunov equations
• 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
• 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

(5)

• Numerical method based on fiber bundle for solving Lyapunov matrix equation
• An extended Hamiltonian algorithm for the general linear matrix equation
• The extended Hamiltonian algorithm for the solution of the algebraic Riccati equation
• A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance
• An information geometric algorithm for algebraic Lyapunov equation on positive-definite Hermitian matrix manifold

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