Geometric inexact Newton method for generalized singular values of Grassmann matrix pair

DOI10.1137/20M1383720MaRDI QIDQ5071434zbMATH OpenFDO

Authors Zheng-Jian Bai, Wei-Wei Xu, Michael Ng

Publication date 21 April 2022

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

Full work available at URL https://doi.org/10.1137/20M1383720

zbMATH Keywords

arbitrary generalized singular valueGrassmann manifoldGrassmann matrix pairnew model formulationRiemannian inexact Newton-CG methodStiefel manifold

Mathematics Subject Classification ID

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

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Cites work

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• Computing the CS and the generalized singular value decompositions
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• Computing the Generalized Singular Value Decomposition
• Computing the Generalized Singular Value Decomposition
• Generalizing the Singular Value Decomposition
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• Towards a Generalized Singular Value Decomposition

Cited in

(4)

• On the explicit expression of chordal metric between generalized singular values of Grassmann matrix pairs with applications
• 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
• A Riemannian inexact Newton method for solving the orthogonal INDSCAL problem in multidimensional scaling

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