Riemannian gradient algorithm for the numerical solution of Stein equations

DOI10.15918/J.TBIT1001-0645.2016.02.018MaRDI QIDQ2825243zbMATH OpenFDO

Authors Xiaomin Duan, Xinyu Zhao, Huafei Sun

Publication date 6 October 2016

Published in Transactions of Beijing Institute of Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15918/J.TBIT1001-0645.2016.02.018

zbMATH Keywords

geodesic distanceRiemannian gradient algorithmRiemannian manifoldssimulationStein equationsymmetric positive-definite matrices

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21)

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Cited in

(9)

• An iterative technique for bounding derivatives of solutions of Stein equations
• Riemannian gradient algorithm for the numerical solution of linear matrix equations
• A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance
• Stein variational gradient descent with local approximations
• A Riemann-Stein kernel method
• An information geometric algorithm for algebraic Lyapunov equation on positive-definite Hermitian matrix manifold
• scientific article; zbMATH DE number 5657033 (Why is no real title available?)
• A systolic algorithm for the triangular stein equation
• A matrix-algebraic algorithm for the Riemannian logarithm on the Stiefel manifold under the canonical metric

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