Riemannian gradient algorithm for the numerical solution of stein equations

被引：0

作者：

Duan X.-M. ^{[1
,2
]}

Zhao X.-Y. ^{[1
]}

Sun H.-F.

机构：

[1] School of Science, Dalian Jiaotong University, Dalian, 116028, Liaoning

[2] School of Materials Science and Engineering, Dalian Jiaotong University, Dalian, 116028, Liaoning

来源：

Beijing Ligong Daxue Xuebao/Transaction of Beijing Institute of Technology | 2016年 / 36卷 / 02期

关键词：

Riemannian gradient algorithm; Simulation; Stein equation;

D O I：

10.15918/j.tbit1001-0645.2016.02.018

中图分类号：

学科分类号：

摘要：

A Riemannian gradient algorithm based on information geometric structures of a manifold consisting of all symmetric positive-definite matrices was proposed to calculate the numerical solution of Stein equations. In this algorithm, the geodesic distance on the curved Riemannian manifoldis taken as an objective function and the geodesic curve was treated as the convergence path. Also the optimal variable step-sizes corresponding to the minimum value of the objective function were provided in order to improve the convergence speed. © 2016, Beijing Institute of Technology. All right reserved.

引用

页码：201 / 204

页数：3

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