解Lyapunov矩阵方程的改进的梯度迭代算法

O1; 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 storag...

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Bibliographic Details
Published in上海大学学报（英文版） Vol. 12; no. 5; pp. 395 - 399
Main Authors 顾传青, 范伟薇
Format Journal Article
LanguageChinese
Published Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P. R. China 2008
Subjects
Lyapunov matrix equations
improved gradient iteration (GI) algorithm
convergence factor
gradient iterative (GI) algorithm
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ISSN1007-6417

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Summary:O1; 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.
ISSN:1007-6417