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Abstract:
A new framework based on the curved Riemannian manifold is proposed to calculate the numerical solution of the Lyapunov matrix equation by using a natural gradient descent algorithm and taking the geodesic distance as the objective function. Moreover, a gradient descent algorithm based on the classical Euclidean distance is provided to compare with this natural gradient descent algorithm. Furthermore, the behaviors of two proposed algorithms and the conventional modified conjugate gradient algorithm are compared and demonstrated by two simulation examples. By comparison, it is shown that the convergence speed of the natural gradient descent algorithm is faster than both of the gradient descent algorithm and the conventional modified conjugate gradient algorithm in solving the Lyapunov equation.
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Source :
JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN: 0254-9409
Year: 2014
Issue: 1
Volume: 32
Page: 93-106
0 . 9 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:81
JCR Journal Grade:3
CAS Journal Grade:2
Cited Count:
WoS CC Cited Count: 5
SCOPUS Cited Count: 7
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 9
Affiliated Colleges: