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Author:

Duan, Xiaomin (Duan, Xiaomin.) | Sun, Huafei (Sun, Huafei.) | Zhang, Zhenning (Zhang, Zhenning.)

Indexed by:

Scopus SCIE CSCD

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.

Keyword:

Lyapunov equation Natural gradient descent algorithm Geodesic distance

Author Community:

  • [ 1 ] [Duan, Xiaomin]Beijing Inst Technol, Sch Math, Beijing 100081, Peoples R China
  • [ 2 ] [Sun, Huafei]Beijing Inst Technol, Sch Math, Beijing 100081, Peoples R China
  • [ 3 ] [Duan, Xiaomin]Dalian Jiaotong Univ, Sch Sci, Dalian 116028, Peoples R China
  • [ 4 ] [Zhang, Zhenning]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Duan, Xiaomin]Beijing Inst Technol, Sch Math, Beijing 100081, Peoples R China

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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

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