Extrema of sums of heterogeneous quadratic forms

DOI10.1016/S0024-3795(97)00230-9zbMath0893.65030OpenAlexW1965756580MaRDI QIDQ1375540

Marianna Bolla, Margit Ziermann, Gábor Tusnády, György Michaletzky

Publication date: 24 August 1998

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(97)00230-9

zbMATH Keywords

convergenceStiefel manifoldcritical pointsiteration algorithmmaximumpolar decompositionquadratic functionalmultivariate statistical analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Quadratic and bilinear forms, inner products (15A63) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Matrix-variate data analysis by two-way factor model with replicated observations ⋮ Some new results on orthogonally constrained Candecomp ⋮ First order optimality conditions and steepest descent algorithm on orthogonal Stiefel manifolds ⋮ Some global optimization problems on Stiefel manifolds ⋮ A framework of constraint preserving update schemes for optimization on Stiefel manifold ⋮ Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods ⋮ On minimization on Stiefel manifolds ⋮ Maximizing sum of coupled traces with applications ⋮ Anisotropic orthogonal Procrustes analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The geometry of matrix eigenvalue methods
• Least squares matching problems
• Nondegenerate critical manifolds
• Least-Squares Estimation, Linear Programming, and Momentum: A Geometric Parametrization of Local Minima

This page was built for publication: Extrema of sums of heterogeneous quadratic forms