Coordinatewise descent methods for leading eigenvalue problem
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Abstract: Leading eigenvalue problems for large scale matrices arise in many applications. Coordinate-wise descent methods are considered in this work for such problems based on a reformulation of the leading eigenvalue problem as a non-convex optimization problem. The convergence of several coordinate-wise methods is analyzed and compared. Numerical examples of applications to quantum many-body problems demonstrate the efficiency and provide benchmarks of the proposed coordinate-wise descent methods.
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Cites work
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Cited in
(12)- A stochastic homotopy tracking algorithm for parametric systems of nonlinear equations
- Triangularized orthogonalization-free method for solving extreme eigenvalue problems
- Efficient coordinate-wise leading eigenvector computation
- A weighted randomized Kaczmarz method for solving linear systems
- Tensor ring decomposition: optimization landscape and one-loop convergence of alternating least squares
- A finite element configuration interaction method for Wigner localization
- On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization
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- The Convergence and Error Analysis of Coordinate Descent Methods with Compression for Full Configuration Interaction
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