Gradient algorithms for principal component analysis

DOI10.1017/S033427000001078XMaRDI QIDQ4890152zbMATH OpenFDO

Authors Robert Mahony, John Moore, Uwe Helmke

Publication date 3 February 1997

Published in The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S033427000001078X

zbMATH Keywords

algorithmcontinuous-time dynamical systemeigenspacelargest eigenvaluesprincipal component analysissmooth optimizationsymmetric matrix

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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(21)

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• On principal subspace analysis
• Multiple graphs clustering by gradient flow method
• Robust Perron cluster analysis in conformation dynamics
• Convergence rate of Krasulina estimator
• A dual purpose principal and minor component flow
• The constrained Newton method on a Lie group and the symmetric eigenvalue problem
• Convergence analysis for principal component flows.
• Smoothness prior information in principal component analysis of dynamic image data
• The maximal direction of any nth order moment
• Principal components: a descent algorithm
• Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
• scientific article; zbMATH DE number 605158 (Why is no real title available?)
• Analysis of a class of continuous-time algorithms for principal component analysis and subspace tracking
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• Principal Subspace Flows Via Mechanical Systems on Grassmann Manifolds
• Distributed Estimation for Principal Component Analysis: An Enlarged Eigenspace Analysis
• Dynamic principal component analysis from a global perspective
• Stochastic modified flows for Riemannian stochastic gradient descent
• Flows on measure spaces and applications in machine learning. Abstracts from the workshop held March 22--27, 2026
• Projected gradient approach to the numerical solution of the SCoTLASS

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