解Lyapunov矩阵方程的改进的梯度迭代算法

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.