Neural networks for computing eigenvalues and eigenvectors
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The authors consider the problem of computing an eigendecomposition of a square matrix. They formulate the problem as a constrained optimization problem and construct a penalty function to be minimized. They solve the resulting unconstrained optimization problem by designing neural networks and applying a back-propagation learning scheme, which is similar to the steepest descent algorithm in numerical optimization parlance. The result of numerical simulations on some small test problems are presented.
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Cites work
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- Analog approach for the eigen-decomposition of positive definite matrices
- Neural networks based approach for computing eigenvectors and eigenvalues of symmetric matrix
- Real-time computation of the eigenvectors of a class of positive definite matrices
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- Neural-network-based approach for extracting eigenvectors and eigenvalues of real normal matrices and some extension to real matrices
- A fast continuous method for the extreme eigenvalue problem
- Continuous methods for symmetric generalized eigenvalue problems
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- A functional neural network computing some eigenvalues and eigenvectors of a special real matrix
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- Neural networks based on power method and inverse power method for solving linear eigenvalue problems
- Robust H_ synchronization of Markov jump stochastic uncertain neural networks with decentralized event-triggered mechanism
- A deep learning method for computing eigenvalues of the fractional Schrödinger operator
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- Neural network for computing pseudoinverses and outer inverses of complex-valued matrices
- Tensor neural network combined with Nitsche method for solving interface problems
- Multi-artificial neural network for inverse eigenvalue problem with the weighted Helmholtz equation
- A concise functional neural network computing the largest modulus eigenvalues and their corresponding eigenvectors of a real skew matrix
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