Riemannian Newton method for the multivariate eigenvalue problem (Q3079781)
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scientific article; zbMATH DE number 5859932
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| English | Riemannian Newton method for the multivariate eigenvalue problem |
scientific article; zbMATH DE number 5859932 |
Statements
Riemannian Newton Method for the Multivariate Eigenvalue Problem (English)
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2 March 2011
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canonical correlation
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Rayleigh quotient iteration
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precondition
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Krylov subspace methods
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power method
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quadratic convergence
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global convergence
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0.820639431476593
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0.7694199681282043
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0.7694199681282043
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0.7475524544715881
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0.7388865351676941
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