A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
نویسندگان
چکیده
منابع مشابه
A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
We propose a new framework based on optimization on manifolds to approximate the solution of a Lyapunov matrix equation by a low-rank matrix. The method minimizes the error on the Riemannian manifold of symmetric positive semi-definite matrices of fixed rank. We detail how objects from differential geometry, like the Riemannian gradient and Hessian, can be efficiently computed for this manifold...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2010
ISSN: 0895-4798,1095-7162
DOI: 10.1137/090764566