A Riemannian Optimization Approach to the Matrix Singular Value Decomposition
From MaRDI portal
Publication:5300523
DOI10.1137/120872887zbMath1267.65070OpenAlexW2078942172WikidataQ115246999 ScholiaQ115246999MaRDI QIDQ5300523
Publication date: 27 June 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120872887
Newton's methodsingular value decompositionStiefel manifoldconjugate gradient methodRiemannian optimization
Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items (28)
Manifold Optimization-Assisted Gaussian Variational Approximation ⋮ Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair ⋮ A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils ⋮ An efficient damped Newton-type algorithm with globalization strategy on Riemannian manifolds ⋮ Damped Newton's method on Riemannian manifolds ⋮ A matrix-free implementation of Riemannian Newton's method on the Stiefel manifold ⋮ Cholesky QR-based retraction on the generalized Stiefel manifold ⋮ Optimization algorithms on the Grassmann manifold with application to matrix eigenvalue problems ⋮ A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD ⋮ Effective algorithms for solving trace minimization problem in multivariate statistics ⋮ Slow and finite-time relaxations to \(m\)-bipartite consensus on the Stiefel manifold ⋮ A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds ⋮ A Riemannian BFGS Method Without Differentiated Retraction for Nonconvex Optimization Problems ⋮ AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL ⋮ A Riemannian conjugate gradient method for optimization on the Stiefel manifold ⋮ Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils ⋮ Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method ⋮ Adaptive regularization with cubics on manifolds ⋮ Riemannian optimization methods for the truncated Takagi factorization ⋮ A trust-region method for solving truncated complex singular value decomposition ⋮ An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation ⋮ A Riemannian conjugate gradient approach for solving the generalized eigenvalue problem with minimal perturbation ⋮ Emergent behaviors of high-dimensional Kuramoto models on Stiefel manifolds ⋮ Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods ⋮ A new, globally convergent Riemannian conjugate gradient method ⋮ Joint singular value decomposition algorithm based on the Riemannian trust-region method ⋮ An efficient PGM-based algorithm with backtracking strategy for solving quadratic optimization problems with spherical constraint ⋮ Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method
This page was built for publication: A Riemannian Optimization Approach to the Matrix Singular Value Decomposition
