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Iterative methods as dynamical systems with feedback control

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2 Author(s)
Bhaya, Amit ; Dept. of Electr. Eng., Fed. Univ. of Rio de Janeiro, Brazil ; Kaszkurewicz, E.

It is shown how standard iterative methods for solving linear and nonlinear equations can be approached from the point of view of control. Appropriate choices of control Lyapunov functions lead to both continuous and discrete-time versions of the well-known Newton-Raphson and conjugate gradient algorithms as well as their common variants. Insights into these algorithms that result from the control approach are discussed.

Published in:

Decision and Control, 2003. Proceedings. 42nd IEEE Conference on  (Volume:3 )

Date of Conference:

9-12 Dec. 2003