WebWe 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 … Web1 apr. 2004 · This paper presents the Cholesky factor--alternating direction implicit (CF--ADI) algorithm, which generates a low-rank approximation to the solution X of the Lyapunov …
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Web1 jul. 2016 · PDF On Jul 1, 2016, Xuefeng Duan and others published Low Rank Approximation Solution of a Class of Generalized Lyapunov Equation Find, read and … Web26 aug. 2010 · 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... podcast armchair expert
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Web1 jan. 2002 · We run the low-rank ADI method [8] to solve the Lyapunov equation (3) to 39, so that p = 25. We compare the ability of the interpolation methods to recover P ADI … WebWe 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 semidefinite matrices of fixed rank. WebRiemannian Optimization for Computing Low-rank Solutions of Lyapunov Equations with a New Preconditioner Wen Huang Xiamen University April 15, 2024 This is joint work with Bart Vandereycken at University of Geneva. Riemannian optimization for Solving Lyapunov Equations 1. Problem Statement podcast artwork free