A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils

DOI10.1007/s10915-020-01173-5zbMath1439.65048OpenAlexW3006820345WikidataQ115382684 ScholiaQ115382684MaRDI QIDQ2177925

Wen Li, Mingqing Xiao, Qi-Lun Luo, Jiao-Fen Li, Seak Weng Vong

Publication date: 7 May 2020

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-020-01173-5

zbMATH Keywords

Stiefel manifoldRiemannian optimizationgeneralized eigenvaluenonsquare pencils

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Eigenvalues, singular values, and eigenvectors (15A18) Matrix pencils (15A22)

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