Convergence of algorithms for finding eigenvectors (Q1594858)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of algorithms for finding eigenvectors |
scientific article |
Statements
Convergence of algorithms for finding eigenvectors (English)
0 references
29 January 2001
0 references
A new iteration algorithm is introduced for solving symmetric matrix eigenvalue problems. The method is a generalization of the stochastic gradient ascent method used for principal component analysis in pattern recognition. The convergence of the algorithm is proved and numerical examples are presented.
0 references
eigenvectors
0 references
iteration algorithm
0 references
symmetric matrix eigenvalue problems
0 references
stochastic gradient ascent method
0 references
principal component analysis
0 references
pattern recognition
0 references
convergence
0 references
numerical examples
0 references
