Improved gradient iterative algorithms for solving Lyapunov matrix equations

In this paper, an improved gradient iterative （GI） algorithm for solving the Lyapunov matrix equations is studied. Convergence of the improved method for any initial value is proved with some conditions. Compared with the GI algorithm, the improved algorithm reduces computational cost and storage. F...

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Bibliographic Details
Published inJournal of Shanghai University Vol. 12; no. 5; pp. 395 - 399
Main Author 顾传青 范伟薇
Format Journal Article
LanguageEnglish
Published Heidelberg Shanghai University Press 01.10.2008
Subjects
Classical Mechanics
Engineering
Environment
Life Sciences
Lyapunov矩阵方程
Materials Science
Mathematical and Computational Engineering
Mechatronics
改进算法
梯度迭代算法
解题方法
improved gradient iteration (GI) algorithm
convergence factor
gradient iterative (GI) algorithm
93D05
Lyapunov matrix equations
Online AccessGet full text
ISSN1007-6417
1863-236X
DOI10.1007/s11741-008-0504-1

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Summary:In this paper, an improved gradient iterative （GI） algorithm for solving the Lyapunov matrix equations is studied. Convergence of the improved method for any initial value is proved with some conditions. Compared with the GI algorithm, the improved algorithm reduces computational cost and storage. Finally, the algorithm is tested with GI several numerical examples.
Bibliography:gradient iterative （GI） algorithm, improved gradient iteration （GI） algorithm, Lyapunov matrix equations, convergence factor
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ISSN:1007-6417
1863-236X
DOI:10.1007/s11741-008-0504-1