Muhammad Shoaib Arif1, Mairaj Bibi2, Adnan Jhangir3
CMC-Computers, Materials & Continua, Vol.54, No.2, pp. 181-195, 2018, DOI:10.3970/cmc.2018.054.181
Abstract This communique is opted to study the approximate solution of the Algebraic Lyapunov equation on the manifold of positive-definite Hermitian matrices. We choose the geodesic distance between -AHX - XA and P as the cost function, and put forward the Extended Hamiltonian algorithm (EHA) and Natural gradient algorithm (NGA) for the solution. Finally, several numerical experiments give you an idea about the effectiveness of the proposed algorithms. We also show the comparison between these two algorithms EHA and NGA. Obtained results are provided and analyzed graphically. We also conclude that the extended Hamiltonian algorithm has better convergence speed than the… More >
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