| 解Lyapunov 矩阵方程的改进的梯度迭代算法 |
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| 引用本文： | 顾传青,范伟薇.解Lyapunov 矩阵方程的改进的梯度迭代算法[J].上海大学学报(英文版),2008,12(5):395-399. |
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| 作者姓名： | 顾传青 范伟薇 |
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| 基金项目： | 国家自然科学基金，Special Funds for Major Specialities of Shanghai Education Commission |
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| 摘 要： | 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.
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| 关 键 词： | 解题方法 Lyapunov矩阵方程 改进算法 梯度迭代算法 |
| 收稿时间： | 2007-01-15 |
| 修稿时间： | 2007-05-31 |
Improved gradient iterative algorithms for solving Lyapunov matrix equations |
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| Chuan-qing Gu,Wei-wei Fan.Improved gradient iterative algorithms for solving Lyapunov matrix equations[J].Journal of Shanghai University(English Edition),2008,12(5):395-399. |
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| Authors: | Chuan-qing Gu Wei-wei Fan |
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| Institution: | Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P. R. China |
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| Abstract: | 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. |
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| Keywords: | gradient iterative (GI) algorithm improved gradient iteration (GI) algorithm Lyapunov matrix equations convergence factor |
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