A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems

DOI10.1137/15M1023051MaRDI QIDQ2797100zbMATH OpenOpenAlexWikidataFDO

Authors Tengteng Yao, Zheng-Jian Bai, Zhi Zhao, Wai-Ki Ching

Publication date 4 April 2016

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

Full work available at URL https://doi.org/10.1137/15m1023051

zbMATH Keywords

doubly stochastic matrixinverse eigenvalue problemRiemannian Fletcher-Reeves conjugate gradient methodRiemannian isospectral flow

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to inverse eigenvalue problems (65F18) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Programming in abstract spaces (90C48)

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Cited in

(23)

• A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum
• Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils
• A generalized geometric spectral conjugate gradient algorithm for finding zero of a monotone tangent vector field on a constant curvature Hadamard manifold
• A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
• A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils
• A geometric Gauss-Newton method for least squares inverse eigenvalue problems
• Effective algorithms for solving trace minimization problem in multivariate statistics
• A Riemannian derivative-free Polak-Ribiére-Polyak method for tangent vector field
• Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata
• Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems
• A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum
• A Riemannian variant of the Fletcher-Reeves conjugate gradient method for stochastic inverse eigenvalue problems with partial eigendata
• AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem
• Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data
• A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
• A Riemannian inexact Newton‐CG method for stochastic inverse singular value problems
• Alternating projection method for solving doubly stochastic inverse singular value problems with prescribed entries
• On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints
• 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
• A Riemannian conjugate gradient approach for the INDSCAL model problem in multidimensional scaling
• A Riemannian optimization approach for a class of matrix trace function extremum problem in feature extraction

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