File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1080/00207160802123458
- Scopus: eid_2-s2.0-74949106570
- WOS: WOS:000273011900004
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: Gradient-based maximal convergence rate iterative method for solving linear matrix equations
Title | Gradient-based maximal convergence rate iterative method for solving linear matrix equations |
---|---|
Authors | |
Keywords | Discrete-Time Linear System Theory Gradient-Based Iterative Algorithm Lyapunov Matrix Equations Numerical Computing Sylvester Matrix Equations |
Issue Date | 2010 |
Publisher | Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/00207160.asp |
Citation | International Journal Of Computer Mathematics, 2010, v. 87 n. 3, p. 515-527 How to Cite? |
Abstract | This paper is concerned with numerical solutions to general linear matrix equations including the well-known Lyapunov matrix equation and Sylvester matrix equation as special cases. Gradient based iterative algorithm is proposed to approximate the exact solution. A necessary and sufficient condition guaranteeing the convergence of the algorithm is presented. A sufficient condition that is easy to compute is also given. The optimal convergence factor such that the convergence rate of the algorithm is maximized is established. The proposed approach not only gives a complete understanding on gradient based iterative algorithm for solving linear matrix equations, but can also be served as a bridge between linear system theory and numerical computing. Numerical example shows the effectiveness of the proposed approach. |
Persistent Identifier | http://hdl.handle.net/10722/157050 |
ISSN | 2023 Impact Factor: 1.7 2023 SCImago Journal Rankings: 0.502 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Zhou, B | en_US |
dc.contributor.author | Lam, J | en_US |
dc.contributor.author | Duan, GR | en_US |
dc.date.accessioned | 2012-08-08T08:45:06Z | - |
dc.date.available | 2012-08-08T08:45:06Z | - |
dc.date.issued | 2010 | en_US |
dc.identifier.citation | International Journal Of Computer Mathematics, 2010, v. 87 n. 3, p. 515-527 | en_US |
dc.identifier.issn | 0020-7160 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/157050 | - |
dc.description.abstract | This paper is concerned with numerical solutions to general linear matrix equations including the well-known Lyapunov matrix equation and Sylvester matrix equation as special cases. Gradient based iterative algorithm is proposed to approximate the exact solution. A necessary and sufficient condition guaranteeing the convergence of the algorithm is presented. A sufficient condition that is easy to compute is also given. The optimal convergence factor such that the convergence rate of the algorithm is maximized is established. The proposed approach not only gives a complete understanding on gradient based iterative algorithm for solving linear matrix equations, but can also be served as a bridge between linear system theory and numerical computing. Numerical example shows the effectiveness of the proposed approach. | en_US |
dc.language | eng | en_US |
dc.publisher | Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/00207160.asp | en_US |
dc.relation.ispartof | International Journal of Computer Mathematics | en_US |
dc.subject | Discrete-Time Linear System Theory | en_US |
dc.subject | Gradient-Based Iterative Algorithm | en_US |
dc.subject | Lyapunov Matrix Equations | en_US |
dc.subject | Numerical Computing | en_US |
dc.subject | Sylvester Matrix Equations | en_US |
dc.title | Gradient-based maximal convergence rate iterative method for solving linear matrix equations | en_US |
dc.type | Article | en_US |
dc.identifier.email | Lam, J:james.lam@hku.hk | en_US |
dc.identifier.authority | Lam, J=rp00133 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1080/00207160802123458 | en_US |
dc.identifier.scopus | eid_2-s2.0-74949106570 | en_US |
dc.identifier.hkuros | 179611 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-74949106570&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 87 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.spage | 515 | en_US |
dc.identifier.epage | 527 | en_US |
dc.identifier.isi | WOS:000273011900004 | - |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | Zhou, B=7401906664 | en_US |
dc.identifier.scopusauthorid | Lam, J=7201973414 | en_US |
dc.identifier.scopusauthorid | Duan, GR=35229183800 | en_US |
dc.identifier.issnl | 0020-7160 | - |