Gradient-based iterative solutions for general matrix equations

Authors:
Li Xie;Huizhong Yang;Jie Ding;Feng Ding
Affiliations:
School of Communication and Control Engineering, Jiangnan University, Wuxi, P. R. China;School of Communication and Control Engineering, Jiangnan University, Wuxi, P. R. China;School of Communication and Control Engineering, Jiangnan University, Wuxi, P. R. China;School of Communication and Control Engineering, Jiangnan University, Wuxi, P. R. China
Venue:
ACC'09 Proceedings of the 2009 conference on American Control Conference
Year:
2009

Citing 5
Cited 0

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Abstract

In this paper, we study solutions of general matrix equations by using the iterative method and present gradient-based iterative algorithms by applying the hierarchical identification principle. Convergence analysis indicates that the iterative solutions always converge fast to the exact solutions for any initial values and small condition numbers of the associated matrices. Several numerical examples are included.