Improved gradient iterative algorithms for solving Lyapunov matrix equations  

作　　者：顾传青 范伟薇 

机构地区：[1]Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P. R. China

出　　处：《Journal of Shanghai University(English Edition)》2008年第5期395-399,共5页上海大学学报（英文版）

基　　金：Project supported by the National Natural Science Foundation of China （Grant No.10271074）, and the Special Funds for Major Specialities of Shanghai Education Commission （Grant No.J50101）

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.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.

关 键 词：gradient iterative （GI） algorithm improved gradient iteration （GI） algorithm Lyapunov matrix equations convergence factor 

分 类 号：O411.1[理学—理论物理]