Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair

DOI10.1137/20M1383720zbMath1492.65093MaRDI QIDQ5071434

Zheng-Jian Bai, Michael Kwok-Po Ng, Wei-Wei Xu

Publication date: 21 April 2022

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Stiefel manifoldGrassmann manifoldGrassmann matrix pairarbitrary generalized singular valuenew model formulationRiemannian inexact Newton-CG method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (2)

A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD ⋮ Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method

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